NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 10,730 10,740 10 0.1% 10,650
High 10,780 10,790 10 0.1% 10,735
Low 10,680 10,725 45 0.4% 10,555
Close 10,755 10,765 10 0.1% 10,715
Range 100 65 -35 -35.0% 180
ATR 131 126 -5 -3.6% 0
Volume 10,379 8,700 -1,679 -16.2% 42,320
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,955 10,925 10,801
R3 10,890 10,860 10,783
R2 10,825 10,825 10,777
R1 10,795 10,795 10,771 10,810
PP 10,760 10,760 10,760 10,768
S1 10,730 10,730 10,759 10,745
S2 10,695 10,695 10,753
S3 10,630 10,665 10,747
S4 10,565 10,600 10,729
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 10,790 10,555 235 2.2% 117 1.1% 89% True False 9,177
10 10,790 10,330 460 4.3% 119 1.1% 95% True False 8,998
20 10,790 10,170 620 5.8% 136 1.3% 96% True False 9,491
40 10,790 10,150 640 5.9% 130 1.2% 96% True False 7,901
60 10,790 9,905 885 8.2% 120 1.1% 97% True False 6,908
80 10,790 9,175 1,615 15.0% 91 0.8% 98% True False 5,182
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 29
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 11,066
2.618 10,960
1.618 10,895
1.000 10,855
0.618 10,830
HIGH 10,790
0.618 10,765
0.500 10,758
0.382 10,750
LOW 10,725
0.618 10,685
1.000 10,660
1.618 10,620
2.618 10,555
4.250 10,449
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 10,763 10,740
PP 10,760 10,715
S1 10,758 10,690

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

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