NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 9,580 9,550 -30 -0.3% 9,575
High 9,600 9,590 -10 -0.1% 9,740
Low 9,520 9,455 -65 -0.7% 9,280
Close 9,555 9,515 -40 -0.4% 9,545
Range 80 135 55 68.8% 460
ATR 164 162 -2 -1.3% 0
Volume 5,990 11,824 5,834 97.4% 43,661
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,925 9,855 9,589
R3 9,790 9,720 9,552
R2 9,655 9,655 9,540
R1 9,585 9,585 9,528 9,553
PP 9,520 9,520 9,520 9,504
S1 9,450 9,450 9,503 9,418
S2 9,385 9,385 9,490
S3 9,250 9,315 9,478
S4 9,115 9,180 9,441
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,902 10,683 9,798
R3 10,442 10,223 9,672
R2 9,982 9,982 9,629
R1 9,763 9,763 9,587 9,643
PP 9,522 9,522 9,522 9,461
S1 9,303 9,303 9,503 9,183
S2 9,062 9,062 9,461
S3 8,602 8,843 9,419
S4 8,142 8,383 9,292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,615 9,280 335 3.5% 170 1.8% 70% False False 9,429
10 9,740 9,190 550 5.8% 204 2.1% 59% False False 9,910
20 9,740 8,830 910 9.6% 182 1.9% 75% False False 7,461
40 9,740 8,775 965 10.1% 122 1.3% 77% False False 3,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,164
2.618 9,944
1.618 9,809
1.000 9,725
0.618 9,674
HIGH 9,590
0.618 9,539
0.500 9,523
0.382 9,507
LOW 9,455
0.618 9,372
1.000 9,320
1.618 9,237
2.618 9,102
4.250 8,881
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 9,523 9,490
PP 9,520 9,465
S1 9,518 9,440

These figures are updated between 7pm and 10pm EST after a trading day.

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