NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 9,510 9,710 200 2.1% 9,185
High 9,720 9,755 35 0.4% 9,720
Low 9,510 9,685 175 1.8% 9,075
Close 9,710 9,725 15 0.2% 9,710
Range 210 70 -140 -66.7% 645
ATR 168 161 -7 -4.2% 0
Volume 15,398 7,701 -7,697 -50.0% 50,798
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 9,932 9,898 9,764
R3 9,862 9,828 9,744
R2 9,792 9,792 9,738
R1 9,758 9,758 9,732 9,775
PP 9,722 9,722 9,722 9,730
S1 9,688 9,688 9,719 9,705
S2 9,652 9,652 9,712
S3 9,582 9,618 9,706
S4 9,512 9,548 9,687
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,437 11,218 10,065
R3 10,792 10,573 9,888
R2 10,147 10,147 9,828
R1 9,928 9,928 9,769 10,038
PP 9,502 9,502 9,502 9,556
S1 9,283 9,283 9,651 9,393
S2 8,857 8,857 9,592
S3 8,212 8,638 9,533
S4 7,567 7,993 9,355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,755 9,075 680 7.0% 160 1.6% 96% True False 9,923
10 9,755 9,075 680 7.0% 156 1.6% 96% True False 9,054
20 9,755 9,075 680 7.0% 156 1.6% 96% True False 8,825
40 9,755 9,075 680 7.0% 174 1.8% 96% True False 9,351
60 9,755 8,775 980 10.1% 157 1.6% 97% True False 6,910
80 9,790 8,775 1,015 10.4% 121 1.2% 94% False False 5,184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 10,053
2.618 9,938
1.618 9,868
1.000 9,825
0.618 9,798
HIGH 9,755
0.618 9,728
0.500 9,720
0.382 9,712
LOW 9,685
0.618 9,642
1.000 9,615
1.618 9,572
2.618 9,502
4.250 9,388
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 9,723 9,655
PP 9,722 9,585
S1 9,720 9,515

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

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