NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 9,500 9,490 -10 -0.1% 9,650
High 9,600 9,520 -80 -0.8% 9,675
Low 9,440 9,330 -110 -1.2% 9,395
Close 9,495 9,490 -5 -0.1% 9,590
Range 160 190 30 18.8% 280
ATR 165 167 2 1.1% 0
Volume 10,921 9,694 -1,227 -11.2% 41,561
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,017 9,943 9,595
R3 9,827 9,753 9,542
R2 9,637 9,637 9,525
R1 9,563 9,563 9,508 9,585
PP 9,447 9,447 9,447 9,458
S1 9,373 9,373 9,473 9,395
S2 9,257 9,257 9,455
S3 9,067 9,183 9,438
S4 8,877 8,993 9,386
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,393 10,272 9,744
R3 10,113 9,992 9,667
R2 9,833 9,833 9,641
R1 9,712 9,712 9,616 9,633
PP 9,553 9,553 9,553 9,514
S1 9,432 9,432 9,564 9,353
S2 9,273 9,273 9,539
S3 8,993 9,152 9,513
S4 8,713 8,872 9,436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,635 9,330 305 3.2% 137 1.4% 52% False True 8,716
10 9,745 9,330 415 4.4% 149 1.6% 39% False True 8,810
20 9,750 9,280 470 5.0% 175 1.8% 45% False False 9,462
40 9,750 8,775 975 10.3% 176 1.9% 73% False False 7,580
60 9,790 8,775 1,015 10.7% 128 1.4% 70% False False 5,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,328
2.618 10,018
1.618 9,828
1.000 9,710
0.618 9,638
HIGH 9,520
0.618 9,448
0.500 9,425
0.382 9,403
LOW 9,330
0.618 9,213
1.000 9,140
1.618 9,023
2.618 8,833
4.250 8,523
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 9,468 9,482
PP 9,447 9,473
S1 9,425 9,465

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

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