NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 10,335 10,230 -105 -1.0% 10,300
High 10,350 10,245 -105 -1.0% 10,425
Low 10,185 10,150 -35 -0.3% 10,150
Close 10,235 10,230 -5 0.0% 10,230
Range 165 95 -70 -42.4% 275
ATR 111 110 -1 -1.0% 0
Volume 5,722 1,352 -4,370 -76.4% 18,313
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,493 10,457 10,282
R3 10,398 10,362 10,256
R2 10,303 10,303 10,248
R1 10,267 10,267 10,239 10,278
PP 10,208 10,208 10,208 10,214
S1 10,172 10,172 10,221 10,183
S2 10,113 10,113 10,213
S3 10,018 10,077 10,204
S4 9,923 9,982 10,178
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,093 10,937 10,381
R3 10,818 10,662 10,306
R2 10,543 10,543 10,281
R1 10,387 10,387 10,255 10,328
PP 10,268 10,268 10,268 10,239
S1 10,112 10,112 10,205 10,053
S2 9,993 9,993 10,180
S3 9,718 9,837 10,155
S4 9,443 9,562 10,079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,425 10,150 275 2.7% 119 1.2% 29% False True 3,662
10 10,445 10,150 295 2.9% 115 1.1% 27% False True 4,315
20 10,445 10,140 305 3.0% 112 1.1% 30% False False 6,761
40 10,445 9,520 925 9.0% 79 0.8% 77% False False 3,397
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 11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,649
2.618 10,494
1.618 10,399
1.000 10,340
0.618 10,304
HIGH 10,245
0.618 10,209
0.500 10,198
0.382 10,186
LOW 10,150
0.618 10,091
1.000 10,055
1.618 9,996
2.618 9,901
4.250 9,746
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 10,219 10,278
PP 10,208 10,262
S1 10,198 10,246

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

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