NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 9,385 9,465 80 0.9% 9,560
High 9,485 9,475 -10 -0.1% 9,600
Low 9,360 9,340 -20 -0.2% 9,330
Close 9,455 9,420 -35 -0.4% 9,465
Range 125 135 10 8.0% 270
ATR 158 157 -2 -1.1% 0
Volume 9,180 7,620 -1,560 -17.0% 41,086
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 9,817 9,753 9,494
R3 9,682 9,618 9,457
R2 9,547 9,547 9,445
R1 9,483 9,483 9,433 9,448
PP 9,412 9,412 9,412 9,394
S1 9,348 9,348 9,408 9,313
S2 9,277 9,277 9,395
S3 9,142 9,213 9,383
S4 9,007 9,078 9,346
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,275 10,140 9,614
R3 10,005 9,870 9,539
R2 9,735 9,735 9,515
R1 9,600 9,600 9,490 9,533
PP 9,465 9,465 9,465 9,431
S1 9,330 9,330 9,440 9,263
S2 9,195 9,195 9,416
S3 8,925 9,060 9,391
S4 8,655 8,790 9,317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,580 9,340 240 2.5% 137 1.5% 33% False True 7,516
10 9,635 9,330 305 3.2% 137 1.5% 30% False False 8,116
20 9,750 9,285 465 4.9% 170 1.8% 29% False False 9,128
40 9,750 8,960 790 8.4% 172 1.8% 58% False False 8,498
60 9,750 8,775 975 10.4% 138 1.5% 66% False False 5,681
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,049
2.618 9,829
1.618 9,694
1.000 9,610
0.618 9,559
HIGH 9,475
0.618 9,424
0.500 9,408
0.382 9,392
LOW 9,340
0.618 9,257
1.000 9,205
1.618 9,122
2.618 8,987
4.250 8,766
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 9,416 9,418
PP 9,412 9,415
S1 9,408 9,413

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

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