NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 10,580 10,560 -20 -0.2% 10,550
High 10,660 10,560 -100 -0.9% 10,790
Low 10,515 10,330 -185 -1.8% 10,460
Close 10,565 10,335 -230 -2.2% 10,650
Range 145 230 85 58.6% 330
ATR 169 174 5 2.8% 0
Volume 16,765 6,039 -10,726 -64.0% 63,920
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,098 10,947 10,462
R3 10,868 10,717 10,398
R2 10,638 10,638 10,377
R1 10,487 10,487 10,356 10,448
PP 10,408 10,408 10,408 10,389
S1 10,257 10,257 10,314 10,218
S2 10,178 10,178 10,293
S3 9,948 10,027 10,272
S4 9,718 9,797 10,209
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,623 11,467 10,832
R3 11,293 11,137 10,741
R2 10,963 10,963 10,711
R1 10,807 10,807 10,680 10,885
PP 10,633 10,633 10,633 10,673
S1 10,477 10,477 10,620 10,555
S2 10,303 10,303 10,590
S3 9,973 10,147 10,559
S4 9,643 9,817 10,469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,775 10,330 445 4.3% 197 1.9% 1% False True 19,662
10 10,790 10,330 460 4.5% 191 1.8% 1% False True 15,622
20 10,910 10,330 580 5.6% 173 1.7% 1% False True 12,390
40 10,910 10,170 740 7.2% 155 1.5% 22% False False 10,856
60 10,910 10,150 760 7.4% 144 1.4% 24% False False 9,183
80 10,910 9,735 1,175 11.4% 129 1.2% 51% False False 7,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,538
2.618 11,162
1.618 10,932
1.000 10,790
0.618 10,702
HIGH 10,560
0.618 10,472
0.500 10,445
0.382 10,418
LOW 10,330
0.618 10,188
1.000 10,100
1.618 9,958
2.618 9,728
4.250 9,353
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 10,445 10,495
PP 10,408 10,442
S1 10,372 10,388

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

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