NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 9,550 9,480 -70 -0.7% 9,310
High 9,615 9,520 -95 -1.0% 9,665
Low 9,445 9,365 -80 -0.8% 9,190
Close 9,470 9,410 -60 -0.6% 9,570
Range 170 155 -15 -8.8% 475
ATR 160 160 0 -0.2% 0
Volume 11,728 7,439 -4,289 -36.6% 54,009
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,897 9,808 9,495
R3 9,742 9,653 9,453
R2 9,587 9,587 9,439
R1 9,498 9,498 9,424 9,465
PP 9,432 9,432 9,432 9,415
S1 9,343 9,343 9,396 9,310
S2 9,277 9,277 9,382
S3 9,122 9,188 9,368
S4 8,967 9,033 9,325
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 9,365 375 4.0% 169 1.8% 12% False True 8,400
10 9,740 9,135 605 6.4% 194 2.1% 45% False False 9,452
20 9,740 8,775 965 10.3% 182 1.9% 66% False False 6,069
40 9,740 8,775 965 10.3% 109 1.2% 66% False False 3,037
Crabel Price Patterns
NR True
NR4 True
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 40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,179
2.618 9,926
1.618 9,771
1.000 9,675
0.618 9,616
HIGH 9,520
0.618 9,461
0.500 9,443
0.382 9,424
LOW 9,365
0.618 9,269
1.000 9,210
1.618 9,114
2.618 8,959
4.250 8,706
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 9,443 9,543
PP 9,432 9,498
S1 9,421 9,454

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

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