NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 10,710 10,585 -125 -1.2% 10,450
High 10,730 10,585 -145 -1.4% 10,760
Low 10,540 10,400 -140 -1.3% 10,450
Close 10,620 10,420 -200 -1.9% 10,620
Range 190 185 -5 -2.6% 310
ATR 99 108 9 8.8% 0
Volume 2,978 9,091 6,113 205.3% 4,111
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,023 10,907 10,522
R3 10,838 10,722 10,471
R2 10,653 10,653 10,454
R1 10,537 10,537 10,437 10,503
PP 10,468 10,468 10,468 10,451
S1 10,352 10,352 10,403 10,318
S2 10,283 10,283 10,386
S3 10,098 10,167 10,369
S4 9,913 9,982 10,318
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,540 11,390 10,791
R3 11,230 11,080 10,705
R2 10,920 10,920 10,677
R1 10,770 10,770 10,649 10,845
PP 10,610 10,610 10,610 10,648
S1 10,460 10,460 10,592 10,535
S2 10,300 10,300 10,563
S3 9,990 10,150 10,535
S4 9,680 9,840 10,450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,760 10,400 360 3.5% 176 1.7% 6% False True 2,607
10 10,760 10,320 440 4.2% 163 1.6% 23% False False 1,380
20 10,855 10,320 535 5.1% 84 0.8% 19% False False 695
40 10,855 10,220 635 6.1% 44 0.4% 31% False False 357
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 9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,371
2.618 11,069
1.618 10,884
1.000 10,770
0.618 10,699
HIGH 10,585
0.618 10,514
0.500 10,493
0.382 10,471
LOW 10,400
0.618 10,286
1.000 10,215
1.618 10,101
2.618 9,916
4.250 9,614
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 10,493 10,565
PP 10,468 10,517
S1 10,444 10,468

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

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