NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 10,550 10,545 -5 0.0% 10,230
High 10,585 10,595 10 0.1% 10,595
Low 10,495 10,455 -40 -0.4% 10,230
Close 10,520 10,505 -15 -0.1% 10,505
Range 90 140 50 55.6% 365
ATR 117 119 2 1.4% 0
Volume 6,265 9,859 3,594 57.4% 39,195
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,938 10,862 10,582
R3 10,798 10,722 10,544
R2 10,658 10,658 10,531
R1 10,582 10,582 10,518 10,550
PP 10,518 10,518 10,518 10,503
S1 10,442 10,442 10,492 10,410
S2 10,378 10,378 10,479
S3 10,238 10,302 10,467
S4 10,098 10,162 10,428
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,538 11,387 10,706
R3 11,173 11,022 10,606
R2 10,808 10,808 10,572
R1 10,657 10,657 10,539 10,733
PP 10,443 10,443 10,443 10,481
S1 10,292 10,292 10,472 10,368
S2 10,078 10,078 10,438
S3 9,713 9,927 10,405
S4 9,348 9,562 10,304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,595 10,230 365 3.5% 141 1.3% 75% True False 7,839
10 10,595 10,150 445 4.2% 130 1.2% 80% True False 5,750
20 10,595 10,150 445 4.2% 121 1.1% 80% True False 5,793
40 10,595 9,735 860 8.2% 96 0.9% 90% True False 4,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,190
2.618 10,962
1.618 10,822
1.000 10,735
0.618 10,682
HIGH 10,595
0.618 10,542
0.500 10,525
0.382 10,509
LOW 10,455
0.618 10,369
1.000 10,315
1.618 10,229
2.618 10,089
4.250 9,860
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 10,525 10,497
PP 10,518 10,488
S1 10,512 10,480

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

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