NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 10,515 10,650 135 1.3% 10,230
High 10,645 10,690 45 0.4% 10,645
Low 10,515 10,585 70 0.7% 10,170
Close 10,640 10,665 25 0.2% 10,640
Range 130 105 -25 -19.2% 475
ATR 138 136 -2 -1.7% 0
Volume 11,688 6,319 -5,369 -45.9% 45,089
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,962 10,918 10,723
R3 10,857 10,813 10,694
R2 10,752 10,752 10,684
R1 10,708 10,708 10,675 10,730
PP 10,647 10,647 10,647 10,658
S1 10,603 10,603 10,656 10,625
S2 10,542 10,542 10,646
S3 10,437 10,498 10,636
S4 10,332 10,393 10,607
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,910 11,750 10,901
R3 11,435 11,275 10,771
R2 10,960 10,960 10,727
R1 10,800 10,800 10,684 10,880
PP 10,485 10,485 10,485 10,525
S1 10,325 10,325 10,597 10,405
S2 10,010 10,010 10,553
S3 9,535 9,850 10,510
S4 9,060 9,375 10,379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,690 10,245 445 4.2% 133 1.2% 94% True False 8,529
10 10,690 10,170 520 4.9% 141 1.3% 95% True False 9,644
20 10,690 10,170 520 4.9% 140 1.3% 95% True False 9,219
40 10,690 10,150 540 5.1% 130 1.2% 95% True False 7,506
60 10,690 9,735 955 9.0% 111 1.0% 97% True False 5,991
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 11,136
2.618 10,965
1.618 10,860
1.000 10,795
0.618 10,755
HIGH 10,690
0.618 10,650
0.500 10,638
0.382 10,625
LOW 10,585
0.618 10,520
1.000 10,480
1.618 10,415
2.618 10,310
4.250 10,139
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 10,656 10,629
PP 10,647 10,593
S1 10,638 10,558

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

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