NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 10,300 10,355 55 0.5% 10,360
High 10,425 10,370 -55 -0.5% 10,445
Low 10,280 10,265 -15 -0.1% 10,220
Close 10,355 10,310 -45 -0.4% 10,320
Range 145 105 -40 -27.6% 225
ATR 108 107 0 -0.2% 0
Volume 4,132 3,655 -477 -11.5% 19,065
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,630 10,575 10,368
R3 10,525 10,470 10,339
R2 10,420 10,420 10,329
R1 10,365 10,365 10,320 10,340
PP 10,315 10,315 10,315 10,303
S1 10,260 10,260 10,301 10,235
S2 10,210 10,210 10,291
S3 10,105 10,155 10,281
S4 10,000 10,050 10,252
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 10,265 180 1.7% 112 1.1% 25% False True 4,280
10 10,445 10,220 225 2.2% 111 1.1% 40% False False 5,202
20 10,445 9,905 540 5.2% 117 1.1% 75% False False 6,258
40 10,445 9,175 1,270 12.3% 70 0.7% 89% False False 3,134
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 13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,816
2.618 10,645
1.618 10,540
1.000 10,475
0.618 10,435
HIGH 10,370
0.618 10,330
0.500 10,318
0.382 10,305
LOW 10,265
0.618 10,200
1.000 10,160
1.618 10,095
2.618 9,990
4.250 9,819
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 10,318 10,345
PP 10,315 10,333
S1 10,313 10,322

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

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