NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 10,325 10,405 80 0.8% 10,205
High 10,410 10,410 0 0.0% 10,365
Low 10,300 10,320 20 0.2% 10,140
Close 10,375 10,375 0 0.0% 10,255
Range 110 90 -20 -18.2% 225
ATR 103 103 -1 -0.9% 0
Volume 6,960 5,427 -1,533 -22.0% 65,031
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,638 10,597 10,425
R3 10,548 10,507 10,400
R2 10,458 10,458 10,392
R1 10,417 10,417 10,383 10,393
PP 10,368 10,368 10,368 10,356
S1 10,327 10,327 10,367 10,303
S2 10,278 10,278 10,359
S3 10,188 10,237 10,350
S4 10,098 10,147 10,326
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,928 10,817 10,379
R3 10,703 10,592 10,317
R2 10,478 10,478 10,296
R1 10,367 10,367 10,276 10,423
PP 10,253 10,253 10,253 10,281
S1 10,142 10,142 10,235 10,198
S2 10,028 10,028 10,214
S3 9,803 9,917 10,193
S4 9,578 9,692 10,131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,410 10,235 175 1.7% 110 1.1% 80% True False 7,956
10 10,410 10,140 270 2.6% 111 1.1% 87% True False 8,538
20 10,410 9,905 505 4.9% 94 0.9% 93% True False 4,284
Crabel Price Patterns
NR True
NR4 True
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 25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,793
2.618 10,646
1.618 10,556
1.000 10,500
0.618 10,466
HIGH 10,410
0.618 10,376
0.500 10,365
0.382 10,355
LOW 10,320
0.618 10,265
1.000 10,230
1.618 10,175
2.618 10,085
4.250 9,938
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 10,372 10,359
PP 10,368 10,343
S1 10,365 10,328

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

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