NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 10,630 10,475 -155 -1.5% 10,545
High 10,630 10,530 -100 -0.9% 10,665
Low 10,450 10,415 -35 -0.3% 10,395
Close 10,485 10,485 0 0.0% 10,595
Range 180 115 -65 -36.1% 270
ATR 124 124 -1 -0.5% 0
Volume 7,122 13,183 6,061 85.1% 41,304
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,822 10,768 10,548
R3 10,707 10,653 10,517
R2 10,592 10,592 10,506
R1 10,538 10,538 10,496 10,565
PP 10,477 10,477 10,477 10,490
S1 10,423 10,423 10,475 10,450
S2 10,362 10,362 10,464
S3 10,247 10,308 10,454
S4 10,132 10,193 10,422
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 10,655 10,415 240 2.3% 124 1.2% 29% False True 9,224
10 10,665 10,395 270 2.6% 127 1.2% 33% False False 8,607
20 10,665 10,150 515 4.9% 125 1.2% 65% False False 6,821
40 10,665 9,905 760 7.2% 115 1.1% 76% False False 6,121
60 10,665 9,175 1,490 14.2% 81 0.8% 88% False False 4,084
Crabel Price Patterns
NR True
NR4 True
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 23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,019
2.618 10,831
1.618 10,716
1.000 10,645
0.618 10,601
HIGH 10,530
0.618 10,486
0.500 10,473
0.382 10,459
LOW 10,415
0.618 10,344
1.000 10,300
1.618 10,229
2.618 10,114
4.250 9,926
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 10,481 10,523
PP 10,477 10,510
S1 10,473 10,498

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

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