NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 10,550 10,565 15 0.1% 10,730
High 10,670 10,565 -105 -1.0% 10,910
Low 10,450 10,340 -110 -1.1% 10,680
Close 10,560 10,435 -125 -1.2% 10,855
Range 220 225 5 2.3% 230
ATR 143 149 6 4.1% 0
Volume 15,596 17,461 1,865 12.0% 39,572
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,122 11,003 10,559
R3 10,897 10,778 10,497
R2 10,672 10,672 10,476
R1 10,553 10,553 10,456 10,500
PP 10,447 10,447 10,447 10,420
S1 10,328 10,328 10,415 10,275
S2 10,222 10,222 10,394
S3 9,997 10,103 10,373
S4 9,772 9,878 10,311
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 10,895 10,340 555 5.3% 188 1.8% 17% False True 8,989
10 10,910 10,340 570 5.5% 155 1.5% 17% False True 9,158
20 10,910 10,170 740 7.1% 148 1.4% 36% False False 9,194
40 10,910 10,150 760 7.3% 140 1.3% 38% False False 8,568
60 10,910 9,905 1,005 9.6% 132 1.3% 53% False False 7,798
80 10,910 9,175 1,735 16.6% 105 1.0% 73% False False 5,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,521
2.618 11,154
1.618 10,929
1.000 10,790
0.618 10,704
HIGH 10,565
0.618 10,479
0.500 10,453
0.382 10,426
LOW 10,340
0.618 10,201
1.000 10,115
1.618 9,976
2.618 9,751
4.250 9,384
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 10,453 10,610
PP 10,447 10,552
S1 10,441 10,493

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

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