NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 10,050 10,195 145 1.4% 10,235
High 10,050 10,195 145 1.4% 10,235
Low 10,050 10,035 -15 -0.1% 9,995
Close 10,050 10,125 75 0.7% 10,050
Range 0 160 160 240
ATR 56 64 7 13.2% 0
Volume 2 16 14 700.0% 124
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,598 10,522 10,213
R3 10,438 10,362 10,169
R2 10,278 10,278 10,154
R1 10,202 10,202 10,140 10,160
PP 10,118 10,118 10,118 10,098
S1 10,042 10,042 10,110 10,000
S2 9,958 9,958 10,096
S3 9,798 9,882 10,081
S4 9,638 9,722 10,037
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 10,195 9,995 200 2.0% 32 0.3% 65% True False 27
10 10,235 9,735 500 4.9% 46 0.4% 78% False False 16
20 10,235 9,175 1,060 10.5% 23 0.2% 90% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,875
2.618 10,614
1.618 10,454
1.000 10,355
0.618 10,294
HIGH 10,195
0.618 10,134
0.500 10,115
0.382 10,096
LOW 10,035
0.618 9,936
1.000 9,875
1.618 9,776
2.618 9,616
4.250 9,355
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 10,122 10,122
PP 10,118 10,118
S1 10,115 10,115

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

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