NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 9,510 9,365 -145 -1.5% 9,580
High 9,695 9,670 -25 -0.3% 9,645
Low 9,285 9,335 50 0.5% 9,390
Close 9,350 9,625 275 2.9% 9,470
Range 410 335 -75 -18.3% 255
ATR 178 189 11 6.3% 0
Volume 7,754 16,744 8,990 115.9% 50,755
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,548 10,422 9,809
R3 10,213 10,087 9,717
R2 9,878 9,878 9,687
R1 9,752 9,752 9,656 9,815
PP 9,543 9,543 9,543 9,575
S1 9,417 9,417 9,594 9,480
S2 9,208 9,208 9,564
S3 8,873 9,082 9,533
S4 8,538 8,747 9,441
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 4.3% 237 2.5% 83% False False 11,487
10 9,695 9,280 415 4.3% 204 2.1% 83% False False 10,458
20 9,740 8,990 750 7.8% 195 2.0% 85% False False 9,925
40 9,740 8,775 965 10.0% 150 1.6% 88% False False 5,173
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,094
2.618 10,547
1.618 10,212
1.000 10,005
0.618 9,877
HIGH 9,670
0.618 9,542
0.500 9,503
0.382 9,463
LOW 9,335
0.618 9,128
1.000 9,000
1.618 8,793
2.618 8,458
4.250 7,911
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 9,584 9,580
PP 9,543 9,535
S1 9,503 9,490

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

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