NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 10,245 10,335 90 0.9% 10,300
High 10,385 10,510 125 1.2% 10,535
Low 10,245 10,330 85 0.8% 10,215
Close 10,335 10,460 125 1.2% 10,235
Range 140 180 40 28.6% 320
ATR 137 140 3 2.2% 0
Volume 7,749 7,965 216 2.8% 50,706
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,973 10,897 10,559
R3 10,793 10,717 10,510
R2 10,613 10,613 10,493
R1 10,537 10,537 10,477 10,575
PP 10,433 10,433 10,433 10,453
S1 10,357 10,357 10,444 10,395
S2 10,253 10,253 10,427
S3 10,073 10,177 10,411
S4 9,893 9,997 10,361
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% 168 1.6% 79% False False 9,663
10 10,535 10,170 365 3.5% 153 1.5% 79% False False 10,069
20 10,665 10,170 495 4.7% 144 1.4% 59% False False 9,226
40 10,665 10,140 525 5.0% 130 1.2% 61% False False 8,095
60 10,665 9,735 930 8.9% 105 1.0% 78% False False 5,542
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 23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,275
2.618 10,981
1.618 10,801
1.000 10,690
0.618 10,621
HIGH 10,510
0.618 10,441
0.500 10,420
0.382 10,399
LOW 10,330
0.618 10,219
1.000 10,150
1.618 10,039
2.618 9,859
4.250 9,565
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 10,447 10,420
PP 10,433 10,380
S1 10,420 10,340

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

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