NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 9,570 9,555 -15 -0.2% 9,575
High 9,645 9,600 -45 -0.5% 9,740
Low 9,530 9,390 -140 -1.5% 9,280
Close 9,560 9,445 -115 -1.2% 9,545
Range 115 210 95 82.6% 460
ATR 160 163 4 2.3% 0
Volume 8,827 15,164 6,337 71.8% 43,661
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,108 9,987 9,561
R3 9,898 9,777 9,503
R2 9,688 9,688 9,484
R1 9,567 9,567 9,464 9,523
PP 9,478 9,478 9,478 9,456
S1 9,357 9,357 9,426 9,313
S2 9,268 9,268 9,407
S3 9,058 9,147 9,387
S4 8,848 8,937 9,330
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 9,645 9,280 365 3.9% 170 1.8% 45% False False 10,394
10 9,740 9,280 460 4.9% 170 1.8% 36% False False 9,397
20 9,740 8,990 750 7.9% 176 1.9% 61% False False 8,514
40 9,740 8,775 965 10.2% 128 1.4% 69% False False 4,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,493
2.618 10,150
1.618 9,940
1.000 9,810
0.618 9,730
HIGH 9,600
0.618 9,520
0.500 9,495
0.382 9,470
LOW 9,390
0.618 9,260
1.000 9,180
1.618 9,050
2.618 8,840
4.250 8,498
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 9,495 9,518
PP 9,478 9,493
S1 9,462 9,469

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

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