NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 10,230 10,230 0 0.0% 10,300
High 10,245 10,390 145 1.4% 10,425
Low 10,150 10,230 80 0.8% 10,150
Close 10,230 10,365 135 1.3% 10,230
Range 95 160 65 68.4% 275
ATR 110 113 4 3.3% 0
Volume 1,352 5,387 4,035 298.4% 18,313
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,808 10,747 10,453
R3 10,648 10,587 10,409
R2 10,488 10,488 10,394
R1 10,427 10,427 10,380 10,458
PP 10,328 10,328 10,328 10,344
S1 10,267 10,267 10,350 10,298
S2 10,168 10,168 10,336
S3 10,008 10,107 10,321
S4 9,848 9,947 10,277
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 10,405 10,150 255 2.5% 122 1.2% 84% False False 3,913
10 10,445 10,150 295 2.8% 121 1.2% 73% False False 4,276
20 10,445 10,140 305 2.9% 114 1.1% 74% False False 7,015
40 10,445 9,735 710 6.8% 83 0.8% 89% False False 3,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,070
2.618 10,809
1.618 10,649
1.000 10,550
0.618 10,489
HIGH 10,390
0.618 10,329
0.500 10,310
0.382 10,291
LOW 10,230
0.618 10,131
1.000 10,070
1.618 9,971
2.618 9,811
4.250 9,550
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 10,347 10,333
PP 10,328 10,302
S1 10,310 10,270

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

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