NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 9,575 9,575 0 0.0% 9,310
High 9,655 9,740 85 0.9% 9,665
Low 9,525 9,535 10 0.1% 9,190
Close 9,570 9,715 145 1.5% 9,570
Range 130 205 75 57.7% 475
ATR 154 157 4 2.4% 0
Volume 8,508 5,502 -3,006 -35.3% 54,009
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,278 10,202 9,828
R3 10,073 9,997 9,772
R2 9,868 9,868 9,753
R1 9,792 9,792 9,734 9,830
PP 9,663 9,663 9,663 9,683
S1 9,587 9,587 9,696 9,625
S2 9,458 9,458 9,678
S3 9,253 9,382 9,659
S4 9,048 9,177 9,602
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,900 10,710 9,831
R3 10,425 10,235 9,701
R2 9,950 9,950 9,657
R1 9,760 9,760 9,614 9,855
PP 9,475 9,475 9,475 9,523
S1 9,285 9,285 9,527 9,380
S2 9,000 9,000 9,483
S3 8,525 8,810 9,440
S4 8,050 8,335 9,309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,740 9,190 550 5.7% 225 2.3% 95% True False 10,584
10 9,740 8,990 750 7.7% 188 1.9% 97% True False 8,686
20 9,740 8,775 965 9.9% 171 1.8% 97% True False 4,672
40 9,790 8,775 1,015 10.4% 96 1.0% 93% False False 2,341
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 46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,611
2.618 10,277
1.618 10,072
1.000 9,945
0.618 9,867
HIGH 9,740
0.618 9,662
0.500 9,638
0.382 9,613
LOW 9,535
0.618 9,408
1.000 9,330
1.618 9,203
2.618 8,998
4.250 8,664
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 9,689 9,678
PP 9,663 9,642
S1 9,638 9,605

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

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