NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 10,035 10,270 235 2.3% 10,235
High 10,230 10,270 40 0.4% 10,235
Low 10,035 10,150 115 1.1% 9,995
Close 10,200 10,350 150 1.5% 10,050
Range 195 120 -75 -38.5% 240
ATR 88 90 2 2.6% 0
Volume 130 316 186 143.1% 124
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,617 10,603 10,416
R3 10,497 10,483 10,383
R2 10,377 10,377 10,372
R1 10,363 10,363 10,361 10,370
PP 10,257 10,257 10,257 10,260
S1 10,243 10,243 10,339 10,250
S2 10,137 10,137 10,328
S3 10,017 10,123 10,317
S4 9,897 10,003 10,284
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,813 10,672 10,182
R3 10,573 10,432 10,116
R2 10,333 10,333 10,094
R1 10,192 10,192 10,072 10,143
PP 10,093 10,093 10,093 10,069
S1 9,952 9,952 10,028 9,903
S2 9,853 9,853 10,006
S3 9,613 9,712 9,984
S4 9,373 9,472 9,918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,270 9,905 365 3.5% 121 1.2% 122% True False 97
10 10,270 9,905 365 3.5% 82 0.8% 122% True False 61
20 10,270 9,520 750 7.2% 45 0.4% 111% True False 32
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 0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,780
2.618 10,584
1.618 10,464
1.000 10,390
0.618 10,344
HIGH 10,270
0.618 10,224
0.500 10,210
0.382 10,196
LOW 10,150
0.618 10,076
1.000 10,030
1.618 9,956
2.618 9,836
4.250 9,640
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 10,303 10,263
PP 10,257 10,175
S1 10,210 10,088

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

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