NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 9,445 9,510 65 0.7% 9,580
High 9,510 9,695 185 1.9% 9,645
Low 9,395 9,285 -110 -1.2% 9,390
Close 9,470 9,350 -120 -1.3% 9,470
Range 115 410 295 256.5% 255
ATR 160 178 18 11.2% 0
Volume 8,950 7,754 -1,196 -13.4% 50,755
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,673 10,422 9,576
R3 10,263 10,012 9,463
R2 9,853 9,853 9,425
R1 9,602 9,602 9,388 9,523
PP 9,443 9,443 9,443 9,404
S1 9,192 9,192 9,313 9,113
S2 9,033 9,033 9,275
S3 8,623 8,782 9,237
S4 8,213 8,372 9,125
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,267 10,123 9,610
R3 10,012 9,868 9,540
R2 9,757 9,757 9,517
R1 9,613 9,613 9,494 9,558
PP 9,502 9,502 9,502 9,474
S1 9,358 9,358 9,447 9,303
S2 9,247 9,247 9,423
S3 8,992 9,103 9,400
S4 8,737 8,848 9,330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,695 9,285 410 4.4% 197 2.1% 16% True True 10,503
10 9,720 9,280 440 4.7% 189 2.0% 16% False False 9,666
20 9,740 8,990 750 8.0% 188 2.0% 48% False False 9,176
40 9,740 8,775 965 10.3% 141 1.5% 60% False False 4,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 62
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,438
2.618 10,769
1.618 10,359
1.000 10,105
0.618 9,949
HIGH 9,695
0.618 9,539
0.500 9,490
0.382 9,442
LOW 9,285
0.618 9,032
1.000 8,875
1.618 8,622
2.618 8,212
4.250 7,543
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 9,490 9,490
PP 9,443 9,443
S1 9,397 9,397

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

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