NIKKEI 225 Index Future (Globex) June 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 10,690 10,580 -110 -1.0% 10,710
High 10,760 10,580 -180 -1.7% 10,710
Low 10,575 10,460 -115 -1.1% 10,320
Close 10,575 10,490 -85 -0.8% 10,525
Range 185 120 -65 -35.1% 390
ATR 79 82 3 3.7% 0
Volume 250 193 -57 -22.8% 604
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,870 10,800 10,556
R3 10,750 10,680 10,523
R2 10,630 10,630 10,512
R1 10,560 10,560 10,501 10,535
PP 10,510 10,510 10,510 10,498
S1 10,440 10,440 10,479 10,415
S2 10,390 10,390 10,468
S3 10,270 10,320 10,457
S4 10,150 10,200 10,424
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% 162 1.5% 39% False False 172
10 10,855 10,320 535 5.1% 106 1.0% 32% False False 124
20 10,855 10,310 545 5.2% 55 0.5% 33% False False 68
40 10,855 10,220 635 6.1% 30 0.3% 43% False False 42
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 7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,090
2.618 10,894
1.618 10,774
1.000 10,700
0.618 10,654
HIGH 10,580
0.618 10,534
0.500 10,520
0.382 10,506
LOW 10,460
0.618 10,386
1.000 10,340
1.618 10,266
2.618 10,146
4.250 9,950
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 10,520 10,605
PP 10,510 10,567
S1 10,500 10,528

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

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