NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 10,885 10,855 -30 -0.3% 10,730
High 10,895 10,880 -15 -0.1% 10,910
Low 10,820 10,830 10 0.1% 10,680
Close 10,870 10,855 -15 -0.1% 10,855
Range 75 50 -25 -33.3% 230
ATR 125 119 -5 -4.3% 0
Volume 5,989 5,902 -87 -1.5% 39,572
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,005 10,980 10,883
R3 10,955 10,930 10,869
R2 10,905 10,905 10,864
R1 10,880 10,880 10,860 10,880
PP 10,855 10,855 10,855 10,855
S1 10,830 10,830 10,851 10,830
S2 10,805 10,805 10,846
S3 10,755 10,780 10,841
S4 10,705 10,730 10,828
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,505 11,410 10,982
R3 11,275 11,180 10,918
R2 11,045 11,045 10,897
R1 10,950 10,950 10,876 10,998
PP 10,815 10,815 10,815 10,839
S1 10,720 10,720 10,834 10,768
S2 10,585 10,585 10,813
S3 10,355 10,490 10,792
S4 10,125 10,260 10,729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,910 10,680 230 2.1% 90 0.8% 76% False False 7,914
10 10,910 10,555 355 3.3% 106 1.0% 85% False False 8,189
20 10,910 10,170 740 6.8% 124 1.1% 93% False False 8,884
40 10,910 10,150 760 7.0% 129 1.2% 93% False False 8,040
60 10,910 9,905 1,005 9.3% 122 1.1% 95% False False 7,248
80 10,910 9,175 1,735 16.0% 95 0.9% 97% False False 5,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 11,093
2.618 11,011
1.618 10,961
1.000 10,930
0.618 10,911
HIGH 10,880
0.618 10,861
0.500 10,855
0.382 10,849
LOW 10,830
0.618 10,799
1.000 10,780
1.618 10,749
2.618 10,699
4.250 10,618
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 10,855 10,847
PP 10,855 10,838
S1 10,855 10,830

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

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