NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 9,750 9,875 125 1.3% 9,185
High 9,910 9,900 -10 -0.1% 9,720
Low 9,740 9,800 60 0.6% 9,075
Close 9,880 9,850 -30 -0.3% 9,710
Range 170 100 -70 -41.2% 645
ATR 160 155 -4 -2.7% 0
Volume 20,302 7,970 -12,332 -60.7% 50,798
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,150 10,100 9,905
R3 10,050 10,000 9,878
R2 9,950 9,950 9,868
R1 9,900 9,900 9,859 9,875
PP 9,850 9,850 9,850 9,838
S1 9,800 9,800 9,841 9,775
S2 9,750 9,750 9,832
S3 9,650 9,700 9,823
S4 9,550 9,600 9,795
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 9,910 9,510 400 4.1% 137 1.4% 85% False False 12,730
10 9,910 9,075 835 8.5% 160 1.6% 93% False False 10,762
20 9,910 9,075 835 8.5% 148 1.5% 93% False False 9,273
40 9,910 9,075 835 8.5% 165 1.7% 93% False False 9,392
60 9,910 8,775 1,135 11.5% 162 1.6% 95% False False 7,585
80 9,910 8,775 1,135 11.5% 126 1.3% 95% False False 5,691
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,325
2.618 10,162
1.618 10,062
1.000 10,000
0.618 9,962
HIGH 9,900
0.618 9,862
0.500 9,850
0.382 9,838
LOW 9,800
0.618 9,738
1.000 9,700
1.618 9,638
2.618 9,538
4.250 9,375
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 9,850 9,830
PP 9,850 9,810
S1 9,850 9,790

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

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