NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 10,130 10,250 120 1.2% 10,215
High 10,245 10,555 310 3.0% 10,555
Low 10,125 10,250 125 1.2% 10,125
Close 10,230 10,545 315 3.1% 10,545
Range 120 305 185 154.2% 430
ATR 172 183 11 6.3% 0
Volume 6,833 10,276 3,443 50.4% 39,804
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,365 11,260 10,713
R3 11,060 10,955 10,629
R2 10,755 10,755 10,601
R1 10,650 10,650 10,573 10,703
PP 10,450 10,450 10,450 10,476
S1 10,345 10,345 10,517 10,398
S2 10,145 10,145 10,489
S3 9,840 10,040 10,461
S4 9,535 9,735 10,377
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,698 11,552 10,782
R3 11,268 11,122 10,663
R2 10,838 10,838 10,624
R1 10,692 10,692 10,585 10,765
PP 10,408 10,408 10,408 10,445
S1 10,262 10,262 10,506 10,335
S2 9,978 9,978 10,466
S3 9,548 9,832 10,427
S4 9,118 9,402 10,309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,555 10,125 430 4.1% 149 1.4% 98% True False 7,960
10 10,555 9,955 600 5.7% 149 1.4% 98% True False 9,002
20 10,555 9,820 735 7.0% 162 1.5% 99% True False 9,696
40 10,995 9,820 1,175 11.1% 176 1.7% 62% False False 9,448
60 10,995 9,820 1,175 11.1% 157 1.5% 62% False False 8,382
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 25
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 11,851
2.618 11,354
1.618 11,049
1.000 10,860
0.618 10,744
HIGH 10,555
0.618 10,439
0.500 10,403
0.382 10,367
LOW 10,250
0.618 10,062
1.000 9,945
1.618 9,757
2.618 9,452
4.250 8,954
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 10,498 10,477
PP 10,450 10,408
S1 10,403 10,340

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

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