NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 10,230 10,245 15 0.1% 10,300
High 10,300 10,385 85 0.8% 10,535
Low 10,170 10,245 75 0.7% 10,215
Close 10,255 10,335 80 0.8% 10,235
Range 130 140 10 7.7% 320
ATR 137 137 0 0.1% 0
Volume 8,759 7,749 -1,010 -11.5% 50,706
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,742 10,678 10,412
R3 10,602 10,538 10,374
R2 10,462 10,462 10,361
R1 10,398 10,398 10,348 10,430
PP 10,322 10,322 10,322 10,338
S1 10,258 10,258 10,322 10,290
S2 10,182 10,182 10,309
S3 10,042 10,118 10,297
S4 9,902 9,978 10,258
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 10,170 365 3.5% 148 1.4% 45% False False 9,350
10 10,630 10,170 460 4.5% 153 1.5% 36% False False 9,985
20 10,665 10,170 495 4.8% 141 1.4% 33% False False 9,165
40 10,665 10,140 525 5.1% 127 1.2% 37% False False 8,090
60 10,665 9,735 930 9.0% 102 1.0% 65% False False 5,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,980
2.618 10,752
1.618 10,612
1.000 10,525
0.618 10,472
HIGH 10,385
0.618 10,332
0.500 10,315
0.382 10,299
LOW 10,245
0.618 10,159
1.000 10,105
1.618 10,019
2.618 9,879
4.250 9,650
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 10,328 10,340
PP 10,322 10,338
S1 10,315 10,337

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

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