NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 10,635 10,655 20 0.2% 10,650
High 10,695 10,735 40 0.4% 10,735
Low 10,555 10,590 35 0.3% 10,555
Close 10,675 10,715 40 0.4% 10,715
Range 140 145 5 3.6% 180
ATR 132 133 1 0.7% 0
Volume 10,643 8,316 -2,327 -21.9% 42,320
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,115 11,060 10,795
R3 10,970 10,915 10,755
R2 10,825 10,825 10,742
R1 10,770 10,770 10,728 10,798
PP 10,680 10,680 10,680 10,694
S1 10,625 10,625 10,702 10,653
S2 10,535 10,535 10,689
S3 10,390 10,480 10,675
S4 10,245 10,335 10,635
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,208 11,142 10,814
R3 11,028 10,962 10,765
R2 10,848 10,848 10,748
R1 10,782 10,782 10,732 10,815
PP 10,668 10,668 10,668 10,685
S1 10,602 10,602 10,699 10,635
S2 10,488 10,488 10,682
S3 10,308 10,422 10,666
S4 10,128 10,242 10,616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,735 10,555 180 1.7% 121 1.1% 89% True False 8,464
10 10,735 10,170 565 5.3% 130 1.2% 96% True False 8,740
20 10,735 10,170 565 5.3% 140 1.3% 96% True False 9,371
40 10,735 10,150 585 5.5% 131 1.2% 97% True False 7,744
60 10,735 9,905 830 7.7% 119 1.1% 98% True False 6,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 11,351
2.618 11,115
1.618 10,970
1.000 10,880
0.618 10,825
HIGH 10,735
0.618 10,680
0.500 10,663
0.382 10,646
LOW 10,590
0.618 10,501
1.000 10,445
1.618 10,356
2.618 10,211
4.250 9,974
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 10,698 10,692
PP 10,680 10,668
S1 10,663 10,645

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

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