NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 10,475 10,510 35 0.3% 10,605
High 10,530 10,520 -10 -0.1% 10,630
Low 10,415 10,290 -125 -1.2% 10,290
Close 10,485 10,320 -165 -1.6% 10,320
Range 115 230 115 100.0% 340
ATR 124 131 8 6.1% 0
Volume 13,183 12,333 -850 -6.4% 40,981
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,067 10,923 10,447
R3 10,837 10,693 10,383
R2 10,607 10,607 10,362
R1 10,463 10,463 10,341 10,420
PP 10,377 10,377 10,377 10,355
S1 10,233 10,233 10,299 10,190
S2 10,147 10,147 10,278
S3 9,917 10,003 10,257
S4 9,687 9,773 10,194
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,433 11,217 10,507
R3 11,093 10,877 10,414
R2 10,753 10,753 10,382
R1 10,537 10,537 10,351 10,475
PP 10,413 10,413 10,413 10,383
S1 10,197 10,197 10,289 10,135
S2 10,073 10,073 10,258
S3 9,733 9,857 10,227
S4 9,393 9,517 10,133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,630 10,290 340 3.3% 155 1.5% 9% False True 9,864
10 10,665 10,290 375 3.6% 141 1.4% 8% False True 9,214
20 10,665 10,150 515 5.0% 134 1.3% 33% False False 7,196
40 10,665 9,905 760 7.4% 120 1.2% 55% False False 6,430
60 10,665 9,175 1,490 14.4% 85 0.8% 77% False False 4,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 11,498
2.618 11,122
1.618 10,892
1.000 10,750
0.618 10,662
HIGH 10,520
0.618 10,432
0.500 10,405
0.382 10,378
LOW 10,290
0.618 10,148
1.000 10,060
1.618 9,918
2.618 9,688
4.250 9,313
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 10,405 10,460
PP 10,377 10,413
S1 10,348 10,367

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

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