NIKKEI 225 Index Future (Globex) March 2011

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	10,195	10,250	55	0.5%	10,195
High	10,280	10,330	50	0.5%	10,270
Low	10,140	10,230	90	0.9%	9,905
Close	10,235	10,330	95	0.9%	10,205
Range	140	100	-40	-28.6%	365
ATR	99	99	0	0.1%	0
Volume	17,240	19,971	2,731	15.8%	802

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,597	10,563	10,385
R3	10,497	10,463	10,358
R2	10,397	10,397	10,348
R1	10,363	10,363	10,339	10,380
PP	10,297	10,297	10,297	10,305
S1	10,263	10,263	10,321	10,280
S2	10,197	10,197	10,312
S3	10,097	10,163	10,303
S4	9,997	10,063	10,275

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,222	11,078	10,406
R3	10,857	10,713	10,306
R2	10,492	10,492	10,272
R1	10,348	10,348	10,239	10,420
PP	10,127	10,127	10,127	10,163
S1	9,983	9,983	10,172	10,055
S2	9,762	9,762	10,138
S3	9,397	9,618	10,105
S4	9,032	9,253	10,004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,330	10,140	190	1.8%	111	1.1%	100%	True	False	9,121
10	10,330	9,905	425	4.1%	104	1.0%	100%	True	False	4,578
20	10,330	9,735	595	5.8%	67	0.6%	100%	True	False	2,296

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	11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,755
2.618	10,592
1.618	10,492
1.000	10,430
0.618	10,392
HIGH	10,330
0.618	10,292
0.500	10,280
0.382	10,268
LOW	10,230
0.618	10,168
1.000	10,130
1.618	10,068
2.618	9,968
4.250	9,805

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	10,313	10,298
PP	10,297	10,267
S1	10,280	10,235

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols