NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 10,580 10,635 55 0.5% 10,215
High 10,670 10,720 50 0.5% 10,555
Low 10,550 10,625 75 0.7% 10,125
Close 10,620 10,720 100 0.9% 10,545
Range 120 95 -25 -20.8% 430
ATR 171 166 -5 -3.0% 0
Volume 29,915 13,027 -16,888 -56.5% 39,804
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,973 10,942 10,772
R3 10,878 10,847 10,746
R2 10,783 10,783 10,738
R1 10,752 10,752 10,729 10,768
PP 10,688 10,688 10,688 10,696
S1 10,657 10,657 10,711 10,673
S2 10,593 10,593 10,703
S3 10,498 10,562 10,694
S4 10,403 10,467 10,668
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 10,720 10,250 470 4.4% 146 1.4% 100% True False 18,001
10 10,720 10,040 680 6.3% 130 1.2% 100% True False 12,975
20 10,720 9,955 765 7.1% 145 1.4% 100% True False 10,946
40 10,995 9,820 1,175 11.0% 174 1.6% 77% False False 10,774
60 10,995 9,820 1,175 11.0% 154 1.4% 77% False False 8,999
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,124
2.618 10,969
1.618 10,874
1.000 10,815
0.618 10,779
HIGH 10,720
0.618 10,684
0.500 10,673
0.382 10,661
LOW 10,625
0.618 10,566
1.000 10,530
1.618 10,471
2.618 10,376
4.250 10,221
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 10,704 10,683
PP 10,688 10,645
S1 10,673 10,608

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

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