NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 10,455 10,510 55 0.5% 10,300
High 10,535 10,510 -25 -0.2% 10,535
Low 10,440 10,215 -225 -2.2% 10,215
Close 10,515 10,235 -280 -2.7% 10,235
Range 95 295 200 210.5% 320
ATR 125 138 12 10.0% 0
Volume 11,362 12,481 1,119 9.8% 50,706
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,205 11,015 10,397
R3 10,910 10,720 10,316
R2 10,615 10,615 10,289
R1 10,425 10,425 10,262 10,373
PP 10,320 10,320 10,320 10,294
S1 10,130 10,130 10,208 10,078
S2 10,025 10,025 10,181
S3 9,730 9,835 10,154
S4 9,435 9,540 10,073
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,288 11,082 10,411
R3 10,968 10,762 10,323
R2 10,648 10,648 10,294
R1 10,442 10,442 10,264 10,385
PP 10,328 10,328 10,328 10,300
S1 10,122 10,122 10,206 10,065
S2 10,008 10,008 10,176
S3 9,688 9,802 10,147
S4 9,368 9,482 10,059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,535 10,215 320 3.1% 146 1.4% 6% False True 10,141
10 10,630 10,215 415 4.1% 151 1.5% 5% False True 10,003
20 10,665 10,150 515 5.0% 140 1.4% 17% False False 8,676
40 10,665 10,140 525 5.1% 127 1.2% 18% False False 7,693
60 10,665 9,335 1,330 13.0% 97 1.0% 68% False False 5,134
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 18
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 11,764
2.618 11,282
1.618 10,987
1.000 10,805
0.618 10,692
HIGH 10,510
0.618 10,397
0.500 10,363
0.382 10,328
LOW 10,215
0.618 10,033
1.000 9,920
1.618 9,738
2.618 9,443
4.250 8,961
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 10,363 10,375
PP 10,320 10,328
S1 10,278 10,282

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

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