NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 8,880 9,320 440 5.0% 9,750
High 9,325 9,585 260 2.8% 9,830
Low 8,835 9,270 435 4.9% 8,200
Close 9,245 9,540 295 3.2% 9,245
Range 490 315 -175 -35.7% 1,630
ATR 342 342 0 0.0% 0
Volume 20,941 23,022 2,081 9.9% 220,442
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,410 10,290 9,713
R3 10,095 9,975 9,627
R2 9,780 9,780 9,598
R1 9,660 9,660 9,569 9,720
PP 9,465 9,465 9,465 9,495
S1 9,345 9,345 9,511 9,405
S2 9,150 9,150 9,482
S3 8,835 9,030 9,454
S4 8,520 8,715 9,367
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,982 13,243 10,142
R3 12,352 11,613 9,693
R2 10,722 10,722 9,544
R1 9,983 9,983 9,395 9,538
PP 9,092 9,092 9,092 8,869
S1 8,353 8,353 9,096 7,908
S2 7,462 7,462 8,946
S3 5,832 6,723 8,797
S4 4,202 5,093 8,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,585 8,200 1,385 14.5% 688 7.2% 97% True False 38,022
10 10,620 8,200 2,420 25.4% 508 5.3% 55% False False 31,928
20 10,760 8,200 2,560 26.8% 335 3.5% 52% False False 16,654
40 10,855 8,200 2,655 27.8% 171 1.8% 50% False False 8,338
60 10,855 8,200 2,655 27.8% 114 1.2% 50% False False 5,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 85
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,924
2.618 10,410
1.618 10,095
1.000 9,900
0.618 9,780
HIGH 9,585
0.618 9,465
0.500 9,428
0.382 9,390
LOW 9,270
0.618 9,075
1.000 8,955
1.618 8,760
2.618 8,445
4.250 7,931
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 9,503 9,324
PP 9,465 9,108
S1 9,428 8,893

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

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