NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 10,605 10,630 25 0.2% 10,545
High 10,610 10,630 20 0.2% 10,665
Low 10,490 10,450 -40 -0.4% 10,395
Close 10,605 10,485 -120 -1.1% 10,595
Range 120 180 60 50.0% 270
ATR 120 124 4 3.6% 0
Volume 8,343 7,122 -1,221 -14.6% 41,304
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,062 10,953 10,584
R3 10,882 10,773 10,535
R2 10,702 10,702 10,518
R1 10,593 10,593 10,502 10,558
PP 10,522 10,522 10,522 10,504
S1 10,413 10,413 10,469 10,378
S2 10,342 10,342 10,452
S3 10,162 10,233 10,436
S4 9,982 10,053 10,386
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,362 11,248 10,744
R3 11,092 10,978 10,669
R2 10,822 10,822 10,645
R1 10,708 10,708 10,620 10,765
PP 10,552 10,552 10,552 10,580
S1 10,438 10,438 10,570 10,495
S2 10,282 10,282 10,546
S3 10,012 10,168 10,521
S4 9,742 9,898 10,447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,665 10,450 215 2.1% 127 1.2% 16% False True 8,359
10 10,665 10,365 300 2.9% 135 1.3% 40% False False 8,382
20 10,665 10,150 515 4.9% 127 1.2% 65% False False 6,394
40 10,665 9,905 760 7.2% 112 1.1% 76% False False 5,795
60 10,665 9,175 1,490 14.2% 79 0.8% 88% False False 3,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 11,395
2.618 11,101
1.618 10,921
1.000 10,810
0.618 10,741
HIGH 10,630
0.618 10,561
0.500 10,540
0.382 10,519
LOW 10,450
0.618 10,339
1.000 10,270
1.618 10,159
2.618 9,979
4.250 9,685
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 10,540 10,540
PP 10,522 10,522
S1 10,503 10,503

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

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