NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 10,750 10,885 135 1.3% 10,650
High 10,910 10,895 -15 -0.1% 10,735
Low 10,750 10,820 70 0.7% 10,555
Close 10,880 10,870 -10 -0.1% 10,715
Range 160 75 -85 -53.1% 180
ATR 129 125 -4 -3.0% 0
Volume 8,602 5,989 -2,613 -30.4% 42,320
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,087 11,053 10,911
R3 11,012 10,978 10,891
R2 10,937 10,937 10,884
R1 10,903 10,903 10,877 10,883
PP 10,862 10,862 10,862 10,851
S1 10,828 10,828 10,863 10,808
S2 10,787 10,787 10,856
S3 10,712 10,753 10,850
S4 10,637 10,678 10,829
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 10,910 10,590 320 2.9% 109 1.0% 88% False False 8,397
10 10,910 10,515 395 3.6% 114 1.0% 90% False False 8,767
20 10,910 10,170 740 6.8% 133 1.2% 95% False False 9,205
40 10,910 10,150 760 7.0% 129 1.2% 95% False False 8,013
60 10,910 9,905 1,005 9.2% 121 1.1% 96% False False 7,149
80 10,910 9,175 1,735 16.0% 94 0.9% 98% False False 5,364
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,214
2.618 11,091
1.618 11,016
1.000 10,970
0.618 10,941
HIGH 10,895
0.618 10,866
0.500 10,858
0.382 10,849
LOW 10,820
0.618 10,774
1.000 10,745
1.618 10,699
2.618 10,624
4.250 10,501
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 10,866 10,853
PP 10,862 10,835
S1 10,858 10,818

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

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