NIKKEI 225 Index Future (Globex) December 2010

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	10,185	10,315	130	1.3%	10,050
High	10,320	10,315	-5	0.0%	10,320
Low	10,155	10,115	-40	-0.4%	9,860
Close	10,320	10,175	-145	-1.4%	10,175
Range	165	200	35	21.2%	460
ATR	204	204	0	0.0%	0
Volume	12,378	13,002	624	5.0%	68,050

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,802	10,688	10,285
R3	10,602	10,488	10,230
R2	10,402	10,402	10,212
R1	10,288	10,288	10,193	10,245
PP	10,202	10,202	10,202	10,180
S1	10,088	10,088	10,157	10,045
S2	10,002	10,002	10,138
S3	9,802	9,888	10,120
S4	9,602	9,688	10,065

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,498	11,297	10,428
R3	11,038	10,837	10,302
R2	10,578	10,578	10,259
R1	10,377	10,377	10,217	10,478
PP	10,118	10,118	10,118	10,169
S1	9,917	9,917	10,133	10,018
S2	9,658	9,658	10,091
S3	9,198	9,457	10,049
S4	8,738	8,997	9,922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,320	9,860	460	4.5%	220	2.2%	68%	False	False	13,610
10	10,320	9,805	515	5.1%	227	2.2%	72%	False	False	12,048
20	10,320	9,510	810	8.0%	205	2.0%	82%	False	False	12,298
40	10,320	9,075	1,245	12.2%	179	1.8%	88%	False	False	10,264
60	10,320	9,075	1,245	12.2%	185	1.8%	88%	False	False	10,175
80	10,320	8,775	1,545	15.2%	166	1.6%	91%	False	False	7,968
100	10,320	8,775	1,545	15.2%	135	1.3%	91%	False	False	6,376

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	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,165
2.618	10,839
1.618	10,639
1.000	10,515
0.618	10,439
HIGH	10,315
0.618	10,239
0.500	10,215
0.382	10,192
LOW	10,115
0.618	9,992
1.000	9,915
1.618	9,792
2.618	9,592
4.250	9,265

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	10,215	10,158
PP	10,202	10,140
S1	10,188	10,123

Download as Excel Spreadsheet

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

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