NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 10,550 10,700 150 1.4% 10,850
High 10,710 10,790 80 0.7% 10,880
Low 10,460 10,600 140 1.3% 10,340
Close 10,685 10,600 -85 -0.8% 10,550
Range 250 190 -60 -24.0% 540
ATR 155 158 2 1.6% 0
Volume 10,075 11,766 1,691 16.8% 41,400
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,233 11,107 10,705
R3 11,043 10,917 10,652
R2 10,853 10,853 10,635
R1 10,727 10,727 10,618 10,695
PP 10,663 10,663 10,663 10,648
S1 10,537 10,537 10,583 10,505
S2 10,473 10,473 10,565
S3 10,283 10,347 10,548
S4 10,093 10,157 10,496
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,210 11,920 10,847
R3 11,670 11,380 10,699
R2 11,130 11,130 10,649
R1 10,840 10,840 10,600 10,715
PP 10,590 10,590 10,590 10,528
S1 10,300 10,300 10,501 10,175
S2 10,050 10,050 10,451
S3 9,510 9,760 10,402
S4 8,970 9,220 10,253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,790 10,340 450 4.2% 198 1.9% 58% True False 12,648
10 10,910 10,340 570 5.4% 171 1.6% 46% False False 9,243
20 10,910 10,245 665 6.3% 149 1.4% 53% False False 9,073
40 10,910 10,170 740 7.0% 145 1.4% 58% False False 9,060
60 10,910 10,140 770 7.3% 134 1.3% 60% False False 8,294
80 10,910 9,520 1,390 13.1% 112 1.1% 78% False False 6,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,598
2.618 11,288
1.618 11,098
1.000 10,980
0.618 10,908
HIGH 10,790
0.618 10,718
0.500 10,695
0.382 10,673
LOW 10,600
0.618 10,483
1.000 10,410
1.618 10,293
2.618 10,103
4.250 9,793
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 10,695 10,625
PP 10,663 10,617
S1 10,632 10,608

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

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