NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 10,230 10,370 140 1.4% 10,300
High 10,390 10,460 70 0.7% 10,425
Low 10,230 10,345 115 1.1% 10,150
Close 10,365 10,430 65 0.6% 10,230
Range 160 115 -45 -28.1% 275
ATR 113 113 0 0.1% 0
Volume 5,387 6,751 1,364 25.3% 18,313
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,757 10,708 10,493
R3 10,642 10,593 10,462
R2 10,527 10,527 10,451
R1 10,478 10,478 10,441 10,503
PP 10,412 10,412 10,412 10,424
S1 10,363 10,363 10,420 10,388
S2 10,297 10,297 10,409
S3 10,182 10,248 10,399
S4 10,067 10,133 10,367
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 10,460 10,150 310 3.0% 124 1.2% 90% True False 4,532
10 10,460 10,150 310 3.0% 118 1.1% 90% True False 4,406
20 10,460 10,140 320 3.1% 116 1.1% 91% True False 6,964
40 10,460 9,735 725 7.0% 85 0.8% 96% True False 3,700
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 12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,949
2.618 10,761
1.618 10,646
1.000 10,575
0.618 10,531
HIGH 10,460
0.618 10,416
0.500 10,403
0.382 10,389
LOW 10,345
0.618 10,274
1.000 10,230
1.618 10,159
2.618 10,044
4.250 9,856
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 10,421 10,388
PP 10,412 10,347
S1 10,403 10,305

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

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