NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 10,260 10,325 65 0.6% 10,205
High 10,375 10,410 35 0.3% 10,365
Low 10,245 10,300 55 0.5% 10,140
Close 10,320 10,375 55 0.5% 10,255
Range 130 110 -20 -15.4% 225
ATR 103 103 1 0.5% 0
Volume 7,335 6,960 -375 -5.1% 65,031
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,692 10,643 10,436
R3 10,582 10,533 10,405
R2 10,472 10,472 10,395
R1 10,423 10,423 10,385 10,448
PP 10,362 10,362 10,362 10,374
S1 10,313 10,313 10,365 10,338
S2 10,252 10,252 10,355
S3 10,142 10,203 10,345
S4 10,032 10,093 10,315
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,928 10,817 10,379
R3 10,703 10,592 10,317
R2 10,478 10,478 10,296
R1 10,367 10,367 10,276 10,423
PP 10,253 10,253 10,253 10,281
S1 10,142 10,142 10,235 10,198
S2 10,028 10,028 10,214
S3 9,803 9,917 10,193
S4 9,578 9,692 10,131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,410 10,230 180 1.7% 112 1.1% 81% True False 10,864
10 10,410 10,035 375 3.6% 121 1.2% 91% True False 8,008
20 10,410 9,735 675 6.5% 90 0.9% 95% True False 4,013
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 25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,878
2.618 10,698
1.618 10,588
1.000 10,520
0.618 10,478
HIGH 10,410
0.618 10,368
0.500 10,355
0.382 10,342
LOW 10,300
0.618 10,232
1.000 10,190
1.618 10,122
2.618 10,012
4.250 9,833
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 10,368 10,358
PP 10,362 10,340
S1 10,355 10,323

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

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