NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 10,515 10,300 -215 -2.0% 10,585
High 10,515 10,345 -170 -1.6% 10,620
Low 10,290 9,930 -360 -3.5% 9,930
Close 10,300 10,005 -295 -2.9% 10,005
Range 225 415 190 84.4% 690
ATR 123 144 21 17.0% 0
Volume 15,582 23,075 7,493 48.1% 84,916
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,338 11,087 10,233
R3 10,923 10,672 10,119
R2 10,508 10,508 10,081
R1 10,257 10,257 10,043 10,175
PP 10,093 10,093 10,093 10,053
S1 9,842 9,842 9,967 9,760
S2 9,678 9,678 9,929
S3 9,263 9,427 9,891
S4 8,848 9,012 9,777
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,255 11,820 10,385
R3 11,565 11,130 10,195
R2 10,875 10,875 10,132
R1 10,440 10,440 10,068 10,313
PP 10,185 10,185 10,185 10,121
S1 9,750 9,750 9,942 9,623
S2 9,495 9,495 9,879
S3 8,805 9,060 9,815
S4 8,115 8,370 9,626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,620 9,930 690 6.9% 227 2.3% 11% False True 16,983
10 10,760 9,930 830 8.3% 207 2.1% 9% False True 8,902
20 10,855 9,930 925 9.2% 129 1.3% 8% False True 4,483
40 10,855 9,930 925 9.2% 68 0.7% 8% False True 2,252
60 10,855 9,930 925 9.2% 45 0.5% 8% False True 1,502
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 24
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 12,109
2.618 11,432
1.618 11,017
1.000 10,760
0.618 10,602
HIGH 10,345
0.618 10,187
0.500 10,138
0.382 10,089
LOW 9,930
0.618 9,674
1.000 9,515
1.618 9,259
2.618 8,844
4.250 8,166
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 10,138 10,275
PP 10,093 10,185
S1 10,049 10,095

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

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