NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 10,650 10,650 0 0.0% 10,230
High 10,690 10,700 10 0.1% 10,645
Low 10,585 10,620 35 0.3% 10,170
Close 10,665 10,695 30 0.3% 10,640
Range 105 80 -25 -23.8% 475
ATR 136 132 -4 -2.9% 0
Volume 6,319 9,195 2,876 45.5% 45,089
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,912 10,883 10,739
R3 10,832 10,803 10,717
R2 10,752 10,752 10,710
R1 10,723 10,723 10,702 10,738
PP 10,672 10,672 10,672 10,679
S1 10,643 10,643 10,688 10,658
S2 10,592 10,592 10,680
S3 10,512 10,563 10,673
S4 10,432 10,483 10,651
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 10,700 10,330 370 3.5% 121 1.1% 99% True False 8,819
10 10,700 10,170 530 5.0% 135 1.3% 99% True False 9,084
20 10,700 10,170 530 5.0% 136 1.3% 99% True False 9,295
40 10,700 10,150 550 5.1% 129 1.2% 99% True False 7,566
60 10,700 9,735 965 9.0% 112 1.0% 99% True False 6,144
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 11,040
2.618 10,910
1.618 10,830
1.000 10,780
0.618 10,750
HIGH 10,700
0.618 10,670
0.500 10,660
0.382 10,651
LOW 10,620
0.618 10,571
1.000 10,540
1.618 10,491
2.618 10,411
4.250 10,280
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 10,683 10,666
PP 10,672 10,637
S1 10,660 10,608

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

View Archives - Comment on this page... - Back to Index of Symbols