NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 10,470 10,565 95 0.9% 10,450
High 10,595 10,620 25 0.2% 10,760
Low 10,420 10,485 65 0.6% 10,450
Close 10,535 10,530 -5 0.0% 10,620
Range 175 135 -40 -22.9% 310
ATR 112 114 2 1.4% 0
Volume 26,711 10,457 -16,254 -60.9% 4,111
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,950 10,875 10,604
R3 10,815 10,740 10,567
R2 10,680 10,680 10,555
R1 10,605 10,605 10,543 10,575
PP 10,545 10,545 10,545 10,530
S1 10,470 10,470 10,518 10,440
S2 10,410 10,410 10,505
S3 10,275 10,335 10,493
S4 10,140 10,200 10,456
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 10,730 10,400 330 3.1% 177 1.7% 39% False False 9,952
10 10,760 10,320 440 4.2% 170 1.6% 48% False False 5,062
20 10,855 10,320 535 5.1% 100 0.9% 39% False False 2,552
40 10,855 10,220 635 6.0% 52 0.5% 49% False False 1,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,194
2.618 10,974
1.618 10,839
1.000 10,755
0.618 10,704
HIGH 10,620
0.618 10,569
0.500 10,553
0.382 10,537
LOW 10,485
0.618 10,402
1.000 10,350
1.618 10,267
2.618 10,132
4.250 9,911
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 10,553 10,523
PP 10,545 10,517
S1 10,538 10,510

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

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