NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 10,360 10,310 -50 -0.5% 10,260
High 10,365 10,445 80 0.8% 10,410
Low 10,220 10,305 85 0.8% 10,245
Close 10,305 10,420 115 1.1% 10,350
Range 145 140 -5 -3.4% 165
ATR 105 108 2 2.4% 0
Volume 5,452 4,645 -807 -14.8% 32,510
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,810 10,755 10,497
R3 10,670 10,615 10,459
R2 10,530 10,530 10,446
R1 10,475 10,475 10,433 10,503
PP 10,390 10,390 10,390 10,404
S1 10,335 10,335 10,407 10,363
S2 10,250 10,250 10,394
S3 10,110 10,195 10,382
S4 9,970 10,055 10,343
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,830 10,755 10,441
R3 10,665 10,590 10,396
R2 10,500 10,500 10,380
R1 10,425 10,425 10,365 10,463
PP 10,335 10,335 10,335 10,354
S1 10,260 10,260 10,335 10,298
S2 10,170 10,170 10,320
S3 10,005 10,095 10,305
S4 9,840 9,930 10,259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,445 10,220 225 2.2% 115 1.1% 89% True False 5,662
10 10,445 10,220 225 2.2% 114 1.1% 89% True False 8,263
20 10,445 9,905 540 5.2% 104 1.0% 95% True False 5,422
40 10,445 9,175 1,270 12.2% 59 0.6% 98% True False 2,715
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,040
2.618 10,812
1.618 10,672
1.000 10,585
0.618 10,532
HIGH 10,445
0.618 10,392
0.500 10,375
0.382 10,359
LOW 10,305
0.618 10,219
1.000 10,165
1.618 10,079
2.618 9,939
4.250 9,710
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 10,405 10,391
PP 10,390 10,362
S1 10,375 10,333

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

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