NIKKEI 225 Index Future (Globex) December 2010

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	10,050	10,135	85	0.8%	10,130
High	10,165	10,135	-30	-0.3%	10,205
Low	9,990	9,860	-130	-1.3%	9,805
Close	10,095	9,945	-150	-1.5%	10,020
Range	175	275	100	57.1%	400
ATR	196	201	6	2.9%	0
Volume	15,203	13,429	-1,774	-11.7%	44,946

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,805	10,650	10,096
R3	10,530	10,375	10,021
R2	10,255	10,255	9,996
R1	10,100	10,100	9,970	10,040
PP	9,980	9,980	9,980	9,950
S1	9,825	9,825	9,920	9,765
S2	9,705	9,705	9,895
S3	9,430	9,550	9,870
S4	9,155	9,275	9,794

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%	260	2.6%	35%	False	False	11,556
10	10,205	9,675	530	5.3%	239	2.4%	51%	False	False	12,191
20	10,205	9,075	1,130	11.4%	198	2.0%	77%	False	False	11,653
40	10,205	9,075	1,130	11.4%	178	1.8%	77%	False	False	10,197
60	10,205	8,990	1,215	12.2%	181	1.8%	79%	False	False	9,857
80	10,205	8,775	1,430	14.4%	160	1.6%	82%	False	False	7,476

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,304
2.618	10,855
1.618	10,580
1.000	10,410
0.618	10,305
HIGH	10,135
0.618	10,030
0.500	9,998
0.382	9,965
LOW	9,860
0.618	9,690
1.000	9,585
1.618	9,415
2.618	9,140
4.250	8,691

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	9,998	10,033
PP	9,980	10,003
S1	9,963	9,974

Download as Excel Spreadsheet

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

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