NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 10,700 10,635 -65 -0.6% 10,230
High 10,700 10,695 -5 0.0% 10,645
Low 10,565 10,555 -10 -0.1% 10,170
Close 10,630 10,675 45 0.4% 10,640
Range 135 140 5 3.7% 475
ATR 132 132 1 0.4% 0
Volume 7,847 10,643 2,796 35.6% 45,089
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,062 11,008 10,752
R3 10,922 10,868 10,714
R2 10,782 10,782 10,701
R1 10,728 10,728 10,688 10,755
PP 10,642 10,642 10,642 10,655
S1 10,588 10,588 10,662 10,615
S2 10,502 10,502 10,649
S3 10,362 10,448 10,637
S4 10,222 10,308 10,598
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 10,515 185 1.7% 118 1.1% 86% False False 9,138
10 10,700 10,170 530 5.0% 145 1.4% 95% False False 9,157
20 10,700 10,170 530 5.0% 137 1.3% 95% False False 9,412
40 10,700 10,150 550 5.2% 130 1.2% 95% False False 7,671
60 10,700 9,735 965 9.0% 117 1.1% 97% False False 6,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,290
2.618 11,062
1.618 10,922
1.000 10,835
0.618 10,782
HIGH 10,695
0.618 10,642
0.500 10,625
0.382 10,609
LOW 10,555
0.618 10,469
1.000 10,415
1.618 10,329
2.618 10,189
4.250 9,960
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 10,658 10,659
PP 10,642 10,643
S1 10,625 10,628

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

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