NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 10,545 10,480 -65 -0.6% 10,230
High 10,545 10,610 65 0.6% 10,595
Low 10,395 10,475 80 0.8% 10,230
Close 10,480 10,585 105 1.0% 10,505
Range 150 135 -15 -10.0% 365
ATR 121 122 1 0.8% 0
Volume 7,688 7,285 -403 -5.2% 39,195
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,962 10,908 10,659
R3 10,827 10,773 10,622
R2 10,692 10,692 10,610
R1 10,638 10,638 10,598 10,665
PP 10,557 10,557 10,557 10,570
S1 10,503 10,503 10,573 10,530
S2 10,422 10,422 10,560
S3 10,287 10,368 10,548
S4 10,152 10,233 10,511
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 10,610 10,365 245 2.3% 143 1.4% 90% True False 8,406
10 10,610 10,150 460 4.3% 134 1.3% 95% True False 6,469
20 10,610 10,150 460 4.3% 122 1.2% 95% True False 5,836
40 10,610 9,735 875 8.3% 103 1.0% 97% True False 4,750
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 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,184
2.618 10,964
1.618 10,829
1.000 10,745
0.618 10,694
HIGH 10,610
0.618 10,559
0.500 10,543
0.382 10,527
LOW 10,475
0.618 10,392
1.000 10,340
1.618 10,257
2.618 10,122
4.250 9,901
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 10,571 10,558
PP 10,557 10,530
S1 10,543 10,503

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

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