NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 9,375 8,985 -390 -4.2% 10,585
High 9,405 9,125 -280 -3.0% 10,620
Low 8,390 8,330 -60 -0.7% 9,930
Close 8,985 8,530 -455 -5.1% 10,005
Range 1,015 795 -220 -21.7% 690
ATR 254 292 39 15.3% 0
Volume 59,428 49,621 -9,807 -16.5% 84,916
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,047 10,583 8,967
R3 10,252 9,788 8,749
R2 9,457 9,457 8,676
R1 8,993 8,993 8,603 8,828
PP 8,662 8,662 8,662 8,579
S1 8,198 8,198 8,457 8,033
S2 7,867 7,867 8,384
S3 7,072 7,403 8,312
S4 6,277 6,608 8,093
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 10,515 8,330 2,185 25.6% 627 7.4% 9% False True 40,211
10 10,730 8,330 2,400 28.1% 402 4.7% 8% False True 25,082
20 10,855 8,330 2,525 29.6% 254 3.0% 8% False True 12,603
40 10,855 8,330 2,525 29.6% 130 1.5% 8% False True 6,312
60 10,855 8,330 2,525 29.6% 87 1.0% 8% False True 4,209
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,504
2.618 11,206
1.618 10,411
1.000 9,920
0.618 9,616
HIGH 9,125
0.618 8,821
0.500 8,728
0.382 8,634
LOW 8,330
0.618 7,839
1.000 7,535
1.618 7,044
2.618 6,249
4.250 4,951
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 8,728 9,080
PP 8,662 8,897
S1 8,596 8,713

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

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