NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 10,310 10,410 100 1.0% 10,260
High 10,445 10,425 -20 -0.2% 10,410
Low 10,305 10,360 55 0.5% 10,245
Close 10,420 10,385 -35 -0.3% 10,350
Range 140 65 -75 -53.6% 165
ATR 108 105 -3 -2.8% 0
Volume 4,645 4,836 191 4.1% 32,510
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,585 10,550 10,421
R3 10,520 10,485 10,403
R2 10,455 10,455 10,397
R1 10,420 10,420 10,391 10,405
PP 10,390 10,390 10,390 10,383
S1 10,355 10,355 10,379 10,340
S2 10,325 10,325 10,373
S3 10,260 10,290 10,367
S4 10,195 10,225 10,349
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% 110 1.1% 73% False False 5,544
10 10,445 10,220 225 2.2% 110 1.1% 73% False False 6,750
20 10,445 9,905 540 5.2% 107 1.0% 89% False False 5,664
40 10,445 9,175 1,270 12.2% 61 0.6% 95% False False 2,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 10,701
2.618 10,595
1.618 10,530
1.000 10,490
0.618 10,465
HIGH 10,425
0.618 10,400
0.500 10,393
0.382 10,385
LOW 10,360
0.618 10,320
1.000 10,295
1.618 10,255
2.618 10,190
4.250 10,084
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 10,393 10,368
PP 10,390 10,350
S1 10,388 10,333

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

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