NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 9,490 9,550 60 0.6% 9,650
High 9,520 9,580 60 0.6% 9,675
Low 9,330 9,350 20 0.2% 9,395
Close 9,490 9,410 -80 -0.8% 9,590
Range 190 230 40 21.1% 280
ATR 167 171 5 2.7% 0
Volume 9,694 9,948 254 2.6% 41,561
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,137 10,003 9,537
R3 9,907 9,773 9,473
R2 9,677 9,677 9,452
R1 9,543 9,543 9,431 9,495
PP 9,447 9,447 9,447 9,423
S1 9,313 9,313 9,389 9,265
S2 9,217 9,217 9,368
S3 8,987 9,083 9,347
S4 8,757 8,853 9,284
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 9,610 9,330 280 3.0% 159 1.7% 29% False False 8,709
10 9,700 9,330 370 3.9% 158 1.7% 22% False False 8,633
20 9,750 9,280 470 5.0% 179 1.9% 28% False False 9,587
40 9,750 8,775 975 10.4% 181 1.9% 65% False False 7,828
60 9,750 8,775 975 10.4% 132 1.4% 65% False False 5,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,558
2.618 10,182
1.618 9,952
1.000 9,810
0.618 9,722
HIGH 9,580
0.618 9,492
0.500 9,465
0.382 9,438
LOW 9,350
0.618 9,208
1.000 9,120
1.618 8,978
2.618 8,748
4.250 8,373
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 9,465 9,465
PP 9,447 9,447
S1 9,428 9,428

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

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