NIKKEI 225 Index Future (Globex) March 2011


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 10,195 10,035 -160 -1.6% 10,235
High 10,195 10,035 -160 -1.6% 10,235
Low 10,035 9,905 -130 -1.3% 9,995
Close 10,125 9,975 -150 -1.5% 10,050
Range 160 130 -30 -18.8% 240
ATR 64 75 11 17.6% 0
Volume 16 24 8 50.0% 124
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,362 10,298 10,047
R3 10,232 10,168 10,011
R2 10,102 10,102 9,999
R1 10,038 10,038 9,987 10,005
PP 9,972 9,972 9,972 9,955
S1 9,908 9,908 9,963 9,875
S2 9,842 9,842 9,951
S3 9,712 9,778 9,939
S4 9,582 9,648 9,904
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,813 10,672 10,182
R3 10,573 10,432 10,116
R2 10,333 10,333 10,094
R1 10,192 10,192 10,072 10,143
PP 10,093 10,093 10,093 10,069
S1 9,952 9,952 10,028 9,903
S2 9,853 9,853 10,006
S3 9,613 9,712 9,984
S4 9,373 9,472 9,918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,195 9,905 290 2.9% 58 0.6% 24% False True 10
10 10,235 9,735 500 5.0% 59 0.6% 48% False False 18
20 10,235 9,260 975 9.8% 29 0.3% 73% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,588
2.618 10,375
1.618 10,245
1.000 10,165
0.618 10,115
HIGH 10,035
0.618 9,985
0.500 9,970
0.382 9,955
LOW 9,905
0.618 9,825
1.000 9,775
1.618 9,695
2.618 9,565
4.250 9,353
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 9,973 10,050
PP 9,972 10,025
S1 9,970 10,000

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

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