NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 10,100 10,050 -50 -0.5% 10,130
High 10,205 10,165 -40 -0.4% 10,205
Low 10,005 9,990 -15 -0.1% 9,805
Close 10,020 10,095 75 0.7% 10,020
Range 200 175 -25 -12.5% 400
ATR 197 196 -2 -0.8% 0
Volume 7,480 15,203 7,723 103.2% 44,946
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,608 10,527 10,191
R3 10,433 10,352 10,143
R2 10,258 10,258 10,127
R1 10,177 10,177 10,111 10,218
PP 10,083 10,083 10,083 10,104
S1 10,002 10,002 10,079 10,043
S2 9,908 9,908 10,063
S3 9,733 9,827 10,047
S4 9,558 9,652 9,999
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,210 11,015 10,240
R3 10,810 10,615 10,130
R2 10,410 10,410 10,093
R1 10,215 10,215 10,057 10,113
PP 10,010 10,010 10,010 9,959
S1 9,815 9,815 9,983 9,713
S2 9,610 9,610 9,947
S3 9,210 9,415 9,910
S4 8,810 9,015 9,800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,205 9,805 400 4.0% 242 2.4% 73% False False 12,029
10 10,205 9,675 530 5.3% 228 2.3% 79% False False 12,025
20 10,205 9,075 1,130 11.2% 194 1.9% 90% False False 11,426
40 10,205 9,075 1,130 11.2% 181 1.8% 90% False False 10,056
60 10,205 8,990 1,215 12.0% 179 1.8% 91% False False 9,662
80 10,205 8,775 1,430 14.2% 156 1.5% 92% False False 7,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,909
2.618 10,623
1.618 10,448
1.000 10,340
0.618 10,273
HIGH 10,165
0.618 10,098
0.500 10,078
0.382 10,057
LOW 9,990
0.618 9,882
1.000 9,815
1.618 9,707
2.618 9,532
4.250 9,246
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 10,089 10,075
PP 10,083 10,055
S1 10,078 10,035

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

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