NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 10,130 10,165 35 0.3% 9,745
High 10,180 10,165 -15 -0.1% 10,165
Low 9,995 9,805 -190 -1.9% 9,675
Close 10,105 9,875 -230 -2.3% 10,105
Range 185 360 175 94.6% 490
ATR 177 190 13 7.4% 0
Volume 15,795 11,551 -4,244 -26.9% 60,106
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,028 10,812 10,073
R3 10,668 10,452 9,974
R2 10,308 10,308 9,941
R1 10,092 10,092 9,908 10,020
PP 9,948 9,948 9,948 9,913
S1 9,732 9,732 9,842 9,660
S2 9,588 9,588 9,809
S3 9,228 9,372 9,776
S4 8,868 9,012 9,677
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,452 11,268 10,375
R3 10,962 10,778 10,240
R2 10,472 10,472 10,195
R1 10,288 10,288 10,150 10,380
PP 9,982 9,982 9,982 10,028
S1 9,798 9,798 10,060 9,890
S2 9,492 9,492 10,015
S3 9,002 9,308 9,970
S4 8,512 8,818 9,836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,180 9,695 485 4.9% 240 2.4% 37% False False 12,691
10 10,180 9,660 520 5.3% 209 2.1% 41% False False 12,495
20 10,180 9,075 1,105 11.2% 183 1.9% 72% False False 10,929
40 10,180 9,075 1,105 11.2% 176 1.8% 72% False False 10,059
60 10,180 8,830 1,350 13.7% 178 1.8% 77% False False 9,193
80 10,180 8,775 1,405 14.2% 149 1.5% 78% False False 6,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 11,695
2.618 11,108
1.618 10,748
1.000 10,525
0.618 10,388
HIGH 10,165
0.618 10,028
0.500 9,985
0.382 9,943
LOW 9,805
0.618 9,583
1.000 9,445
1.618 9,223
2.618 8,863
4.250 8,275
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 9,985 9,993
PP 9,948 9,953
S1 9,912 9,914

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

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