NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 10,545 10,545 0 0.0% 10,230
High 10,595 10,545 -50 -0.5% 10,595
Low 10,455 10,395 -60 -0.6% 10,230
Close 10,505 10,480 -25 -0.2% 10,505
Range 140 150 10 7.1% 365
ATR 119 121 2 1.9% 0
Volume 9,859 7,688 -2,171 -22.0% 39,195
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,923 10,852 10,563
R3 10,773 10,702 10,521
R2 10,623 10,623 10,508
R1 10,552 10,552 10,494 10,513
PP 10,473 10,473 10,473 10,454
S1 10,402 10,402 10,466 10,363
S2 10,323 10,323 10,453
S3 10,173 10,252 10,439
S4 10,023 10,102 10,398
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 10,345 250 2.4% 139 1.3% 54% False False 8,299
10 10,595 10,150 445 4.2% 131 1.2% 74% False False 6,106
20 10,595 10,150 445 4.2% 122 1.2% 74% False False 5,838
40 10,595 9,735 860 8.2% 100 1.0% 87% False False 4,568
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 21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,183
2.618 10,938
1.618 10,788
1.000 10,695
0.618 10,638
HIGH 10,545
0.618 10,488
0.500 10,470
0.382 10,452
LOW 10,395
0.618 10,302
1.000 10,245
1.618 10,152
2.618 10,002
4.250 9,758
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 10,477 10,495
PP 10,473 10,490
S1 10,470 10,485

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

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