NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 9,930 10,140 210 2.1% 9,745
High 10,165 10,155 -10 -0.1% 10,165
Low 9,815 10,020 205 2.1% 9,675
Close 10,120 10,105 -15 -0.1% 10,105
Range 350 135 -215 -61.4% 490
ATR 179 176 -3 -1.8% 0
Volume 17,697 7,490 -10,207 -57.7% 60,106
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,498 10,437 10,179
R3 10,363 10,302 10,142
R2 10,228 10,228 10,130
R1 10,167 10,167 10,118 10,130
PP 10,093 10,093 10,093 10,075
S1 10,032 10,032 10,093 9,995
S2 9,958 9,958 10,080
S3 9,823 9,897 10,068
S4 9,688 9,762 10,031
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,452 11,268 10,375
R3 10,962 10,778 10,240
R2 10,472 10,472 10,195
R1 10,288 10,288 10,150 10,380
PP 9,982 9,982 9,982 10,028
S1 9,798 9,798 10,060 9,890
S2 9,492 9,492 10,015
S3 9,002 9,308 9,970
S4 8,512 8,818 9,836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,165 9,675 490 4.8% 213 2.1% 88% False False 12,021
10 10,165 9,660 505 5.0% 175 1.7% 88% False False 11,758
20 10,165 9,075 1,090 10.8% 167 1.6% 94% False False 10,283
40 10,165 9,075 1,090 10.8% 168 1.7% 94% False False 9,821
60 10,165 8,775 1,390 13.8% 175 1.7% 96% False False 8,739
80 10,165 8,775 1,390 13.8% 142 1.4% 96% False False 6,556
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,729
2.618 10,509
1.618 10,374
1.000 10,290
0.618 10,239
HIGH 10,155
0.618 10,104
0.500 10,088
0.382 10,072
LOW 10,020
0.618 9,937
1.000 9,885
1.618 9,802
2.618 9,667
4.250 9,446
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 10,099 10,047
PP 10,093 9,988
S1 10,088 9,930

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

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