NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 9,875 9,815 -60 -0.6% 9,710
High 9,900 9,865 -35 -0.4% 9,910
Low 9,800 9,660 -140 -1.4% 9,660
Close 9,850 9,740 -110 -1.1% 9,740
Range 100 205 105 105.0% 250
ATR 155 159 4 2.3% 0
Volume 7,970 9,226 1,256 15.8% 57,478
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,370 10,260 9,853
R3 10,165 10,055 9,797
R2 9,960 9,960 9,778
R1 9,850 9,850 9,759 9,803
PP 9,755 9,755 9,755 9,731
S1 9,645 9,645 9,721 9,598
S2 9,550 9,550 9,703
S3 9,345 9,440 9,684
S4 9,140 9,235 9,627
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,520 10,380 9,878
R3 10,270 10,130 9,809
R2 10,020 10,020 9,786
R1 9,880 9,880 9,763 9,950
PP 9,770 9,770 9,770 9,805
S1 9,630 9,630 9,717 9,700
S2 9,520 9,520 9,694
S3 9,270 9,380 9,671
S4 9,020 9,130 9,603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,910 9,660 250 2.6% 136 1.4% 32% False True 11,495
10 9,910 9,075 835 8.6% 161 1.7% 80% False False 10,827
20 9,910 9,075 835 8.6% 153 1.6% 80% False False 9,332
40 9,910 9,075 835 8.6% 167 1.7% 80% False False 9,410
60 9,910 8,775 1,135 11.7% 165 1.7% 85% False False 7,739
80 9,910 8,775 1,135 11.7% 129 1.3% 85% False False 5,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,736
2.618 10,402
1.618 10,197
1.000 10,070
0.618 9,992
HIGH 9,865
0.618 9,787
0.500 9,763
0.382 9,738
LOW 9,660
0.618 9,533
1.000 9,455
1.618 9,328
2.618 9,123
4.250 8,789
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 9,763 9,785
PP 9,755 9,770
S1 9,748 9,755

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

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