NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 9,555 9,445 -110 -1.2% 9,580
High 9,600 9,510 -90 -0.9% 9,645
Low 9,390 9,395 5 0.1% 9,390
Close 9,445 9,470 25 0.3% 9,470
Range 210 115 -95 -45.2% 255
ATR 163 160 -3 -2.1% 0
Volume 15,164 8,950 -6,214 -41.0% 50,755
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 9,803 9,752 9,533
R3 9,688 9,637 9,502
R2 9,573 9,573 9,491
R1 9,522 9,522 9,481 9,548
PP 9,458 9,458 9,458 9,471
S1 9,407 9,407 9,460 9,433
S2 9,343 9,343 9,449
S3 9,228 9,292 9,439
S4 9,113 9,177 9,407
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 10,267 10,123 9,610
R3 10,012 9,868 9,540
R2 9,757 9,757 9,517
R1 9,613 9,613 9,494 9,558
PP 9,502 9,502 9,502 9,474
S1 9,358 9,358 9,447 9,303
S2 9,247 9,247 9,423
S3 8,992 9,103 9,400
S4 8,737 8,848 9,330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,645 9,390 255 2.7% 131 1.4% 31% False False 10,151
10 9,740 9,280 460 4.9% 168 1.8% 41% False False 9,441
20 9,740 8,990 750 7.9% 173 1.8% 64% False False 8,876
40 9,740 8,775 965 10.2% 131 1.4% 72% False False 4,560
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,999
2.618 9,811
1.618 9,696
1.000 9,625
0.618 9,581
HIGH 9,510
0.618 9,466
0.500 9,453
0.382 9,439
LOW 9,395
0.618 9,324
1.000 9,280
1.618 9,209
2.618 9,094
4.250 8,906
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 9,464 9,518
PP 9,458 9,502
S1 9,453 9,486

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

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