NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 10,385 10,300 -85 -0.8% 10,360
High 10,395 10,425 30 0.3% 10,445
Low 10,290 10,280 -10 -0.1% 10,220
Close 10,320 10,355 35 0.3% 10,320
Range 105 145 40 38.1% 225
ATR 105 108 3 2.8% 0
Volume 4,132 4,132 0 0.0% 19,065
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,788 10,717 10,435
R3 10,643 10,572 10,395
R2 10,498 10,498 10,382
R1 10,427 10,427 10,368 10,463
PP 10,353 10,353 10,353 10,371
S1 10,282 10,282 10,342 10,318
S2 10,208 10,208 10,329
S3 10,063 10,137 10,315
S4 9,918 9,992 10,275
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,003 10,887 10,444
R3 10,778 10,662 10,382
R2 10,553 10,553 10,361
R1 10,437 10,437 10,341 10,383
PP 10,328 10,328 10,328 10,301
S1 10,212 10,212 10,300 10,158
S2 10,103 10,103 10,279
S3 9,878 9,987 10,258
S4 9,653 9,762 10,196
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% 120 1.2% 60% False False 4,639
10 10,445 10,220 225 2.2% 113 1.1% 60% False False 5,570
20 10,445 9,905 540 5.2% 120 1.2% 83% False False 6,077
40 10,445 9,175 1,270 12.3% 67 0.6% 93% False False 3,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,041
2.618 10,805
1.618 10,660
1.000 10,570
0.618 10,515
HIGH 10,425
0.618 10,370
0.500 10,353
0.382 10,336
LOW 10,280
0.618 10,191
1.000 10,135
1.618 10,046
2.618 9,901
4.250 9,664
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 10,354 10,354
PP 10,353 10,353
S1 10,353 10,353

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

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