NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 9,350 9,185 -165 -1.8% 9,430
High 9,355 9,290 -65 -0.7% 9,485
Low 9,165 9,090 -75 -0.8% 9,165
Close 9,185 9,140 -45 -0.5% 9,185
Range 190 200 10 5.3% 320
ATR 156 159 3 2.0% 0
Volume 8,571 8,884 313 3.7% 37,289
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 9,773 9,657 9,250
R3 9,573 9,457 9,195
R2 9,373 9,373 9,177
R1 9,257 9,257 9,158 9,215
PP 9,173 9,173 9,173 9,153
S1 9,057 9,057 9,122 9,015
S2 8,973 8,973 9,103
S3 8,773 8,857 9,085
S4 8,573 8,657 9,030
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,238 10,032 9,361
R3 9,918 9,712 9,273
R2 9,598 9,598 9,244
R1 9,392 9,392 9,214 9,335
PP 9,278 9,278 9,278 9,250
S1 9,072 9,072 9,156 9,015
S2 8,958 8,958 9,126
S3 8,638 8,752 9,097
S4 8,318 8,432 9,009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,485 9,090 395 4.3% 152 1.7% 13% False True 8,186
10 9,600 9,090 510 5.6% 154 1.7% 10% False True 8,233
20 9,750 9,090 660 7.2% 158 1.7% 8% False True 8,742
40 9,750 8,990 760 8.3% 173 1.9% 20% False False 8,959
60 9,750 8,775 975 10.7% 147 1.6% 37% False False 6,083
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 32
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,140
2.618 9,814
1.618 9,614
1.000 9,490
0.618 9,414
HIGH 9,290
0.618 9,214
0.500 9,190
0.382 9,167
LOW 9,090
0.618 8,967
1.000 8,890
1.618 8,767
2.618 8,567
4.250 8,240
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 9,190 9,268
PP 9,173 9,225
S1 9,157 9,183

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

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