NIKKEI 225 Index Future (Globex) June 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 10,450 10,690 240 2.3% 10,710
High 10,685 10,760 75 0.7% 10,710
Low 10,450 10,575 125 1.2% 10,320
Close 10,660 10,575 -85 -0.8% 10,525
Range 235 185 -50 -21.3% 390
ATR 71 79 8 11.5% 0
Volume 163 250 87 53.4% 604
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,192 11,068 10,677
R3 11,007 10,883 10,626
R2 10,822 10,822 10,609
R1 10,698 10,698 10,592 10,668
PP 10,637 10,637 10,637 10,621
S1 10,513 10,513 10,558 10,483
S2 10,452 10,452 10,541
S3 10,267 10,328 10,524
S4 10,082 10,143 10,473
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,688 11,497 10,740
R3 11,298 11,107 10,632
R2 10,908 10,908 10,597
R1 10,717 10,717 10,561 10,618
PP 10,518 10,518 10,518 10,469
S1 10,327 10,327 10,489 10,228
S2 10,128 10,128 10,454
S3 9,738 9,937 10,418
S4 9,348 9,547 10,311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,760 10,320 440 4.2% 142 1.3% 58% True False 197
10 10,855 10,320 535 5.1% 94 0.9% 48% False False 105
20 10,855 10,220 635 6.0% 49 0.5% 56% False False 61
40 10,855 10,210 645 6.1% 27 0.3% 57% False False 37
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 True
Stretch 7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,546
2.618 11,244
1.618 11,059
1.000 10,945
0.618 10,874
HIGH 10,760
0.618 10,689
0.500 10,668
0.382 10,646
LOW 10,575
0.618 10,461
1.000 10,390
1.618 10,276
2.618 10,091
4.250 9,789
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 10,668 10,605
PP 10,637 10,595
S1 10,606 10,585

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

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