NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 10,700 10,610 -90 -0.8% 10,850
High 10,790 10,625 -165 -1.5% 10,880
Low 10,600 10,475 -125 -1.2% 10,340
Close 10,600 10,515 -85 -0.8% 10,550
Range 190 150 -40 -21.1% 540
ATR 158 157 -1 -0.4% 0
Volume 11,766 12,772 1,006 8.6% 41,400
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,988 10,902 10,598
R3 10,838 10,752 10,556
R2 10,688 10,688 10,543
R1 10,602 10,602 10,529 10,570
PP 10,538 10,538 10,538 10,523
S1 10,452 10,452 10,501 10,420
S2 10,388 10,388 10,488
S3 10,238 10,302 10,474
S4 10,088 10,152 10,433
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 4.3% 184 1.7% 39% False False 12,083
10 10,910 10,340 570 5.4% 180 1.7% 31% False False 9,650
20 10,910 10,330 580 5.5% 149 1.4% 32% False False 9,324
40 10,910 10,170 740 7.0% 145 1.4% 47% False False 9,244
60 10,910 10,140 770 7.3% 135 1.3% 49% False False 8,501
80 10,910 9,735 1,175 11.2% 114 1.1% 66% False False 6,388
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 3 trading days
Fibonacci Retracements and Extensions
4.250 11,263
2.618 11,018
1.618 10,868
1.000 10,775
0.618 10,718
HIGH 10,625
0.618 10,568
0.500 10,550
0.382 10,532
LOW 10,475
0.618 10,382
1.000 10,325
1.618 10,232
2.618 10,082
4.250 9,838
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 10,550 10,625
PP 10,538 10,588
S1 10,527 10,552

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

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