NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 9,305 9,510 205 2.2% 9,185
High 9,510 9,720 210 2.2% 9,720
Low 9,275 9,510 235 2.5% 9,075
Close 9,485 9,710 225 2.4% 9,710
Range 235 210 -25 -10.6% 645
ATR 162 168 5 3.2% 0
Volume 9,850 15,398 5,548 56.3% 50,798
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,277 10,203 9,826
R3 10,067 9,993 9,768
R2 9,857 9,857 9,749
R1 9,783 9,783 9,729 9,820
PP 9,647 9,647 9,647 9,665
S1 9,573 9,573 9,691 9,610
S2 9,437 9,437 9,672
S3 9,227 9,363 9,652
S4 9,017 9,153 9,595
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,437 11,218 10,065
R3 10,792 10,573 9,888
R2 10,147 10,147 9,828
R1 9,928 9,928 9,769 10,038
PP 9,502 9,502 9,502 9,556
S1 9,283 9,283 9,651 9,393
S2 8,857 8,857 9,592
S3 8,212 8,638 9,533
S4 7,567 7,993 9,355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,720 9,075 645 6.6% 186 1.9% 98% True False 10,159
10 9,720 9,075 645 6.6% 159 1.6% 98% True False 8,808
20 9,720 9,075 645 6.6% 154 1.6% 98% True False 8,536
40 9,750 9,075 675 7.0% 176 1.8% 94% False False 9,323
60 9,750 8,775 975 10.0% 156 1.6% 96% False False 6,781
80 9,790 8,775 1,015 10.5% 120 1.2% 92% False False 5,088
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 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,613
2.618 10,270
1.618 10,060
1.000 9,930
0.618 9,850
HIGH 9,720
0.618 9,640
0.500 9,615
0.382 9,590
LOW 9,510
0.618 9,380
1.000 9,300
1.618 9,170
2.618 8,960
4.250 8,618
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 9,678 9,623
PP 9,647 9,537
S1 9,615 9,450

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

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