NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 9,080 9,220 140 1.5% 9,430
High 9,235 9,305 70 0.8% 9,485
Low 9,075 9,180 105 1.2% 9,165
Close 9,225 9,300 75 0.8% 9,185
Range 160 125 -35 -21.9% 320
ATR 159 157 -2 -1.5% 0
Volume 6,761 9,905 3,144 46.5% 37,289
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 9,637 9,593 9,369
R3 9,512 9,468 9,335
R2 9,387 9,387 9,323
R1 9,343 9,343 9,312 9,365
PP 9,262 9,262 9,262 9,273
S1 9,218 9,218 9,289 9,240
S2 9,137 9,137 9,277
S3 9,012 9,093 9,266
S4 8,887 8,968 9,231
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 9,445 9,075 370 4.0% 157 1.7% 61% False False 8,159
10 9,580 9,075 505 5.4% 147 1.6% 45% False False 7,838
20 9,745 9,075 670 7.2% 148 1.6% 34% False False 8,324
40 9,750 9,060 690 7.4% 172 1.8% 35% False False 9,087
60 9,750 8,775 975 10.5% 149 1.6% 54% False False 6,361
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,836
2.618 9,632
1.618 9,507
1.000 9,430
0.618 9,382
HIGH 9,305
0.618 9,257
0.500 9,243
0.382 9,228
LOW 9,180
0.618 9,103
1.000 9,055
1.618 8,978
2.618 8,853
4.250 8,649
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 9,281 9,263
PP 9,262 9,227
S1 9,243 9,190

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

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