NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 10,035 10,035 0 0.0% 10,235
High 10,035 10,230 195 1.9% 10,235
Low 9,905 10,035 130 1.3% 9,995
Close 9,975 10,200 225 2.3% 10,050
Range 130 195 65 50.0% 240
ATR 75 88 13 17.2% 0
Volume 24 130 106 441.7% 124
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,740 10,665 10,307
R3 10,545 10,470 10,254
R2 10,350 10,350 10,236
R1 10,275 10,275 10,218 10,313
PP 10,155 10,155 10,155 10,174
S1 10,080 10,080 10,182 10,118
S2 9,960 9,960 10,164
S3 9,765 9,885 10,147
S4 9,570 9,690 10,093
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 10,230 9,905 325 3.2% 97 1.0% 91% True False 35
10 10,235 9,905 330 3.2% 78 0.8% 89% False False 30
20 10,235 9,335 900 8.8% 39 0.4% 96% False False 16
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 0
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 11,059
2.618 10,741
1.618 10,546
1.000 10,425
0.618 10,351
HIGH 10,230
0.618 10,156
0.500 10,133
0.382 10,110
LOW 10,035
0.618 9,915
1.000 9,840
1.618 9,720
2.618 9,525
4.250 9,206
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 10,178 10,156
PP 10,155 10,112
S1 10,133 10,068

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

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