NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 10,320 10,335 15 0.1% 10,360
High 10,405 10,350 -55 -0.5% 10,445
Low 10,320 10,185 -135 -1.3% 10,220
Close 10,345 10,235 -110 -1.1% 10,320
Range 85 165 80 94.1% 225
ATR 106 111 4 3.9% 0
Volume 3,452 5,722 2,270 65.8% 19,065
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,752 10,658 10,326
R3 10,587 10,493 10,281
R2 10,422 10,422 10,265
R1 10,328 10,328 10,250 10,293
PP 10,257 10,257 10,257 10,239
S1 10,163 10,163 10,220 10,128
S2 10,092 10,092 10,205
S3 9,927 9,998 10,190
S4 9,762 9,833 10,144
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 10,425 10,185 240 2.3% 121 1.2% 21% False True 4,218
10 10,445 10,185 260 2.5% 116 1.1% 19% False True 4,881
20 10,445 10,140 305 3.0% 113 1.1% 31% False False 6,709
40 10,445 9,335 1,110 10.8% 76 0.7% 81% False False 3,363
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 12
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 11,051
2.618 10,782
1.618 10,617
1.000 10,515
0.618 10,452
HIGH 10,350
0.618 10,287
0.500 10,268
0.382 10,248
LOW 10,185
0.618 10,083
1.000 10,020
1.618 9,918
2.618 9,753
4.250 9,484
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 10,268 10,295
PP 10,257 10,275
S1 10,246 10,255

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

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