NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 10,390 10,400 10 0.1% 10,260
High 10,410 10,410 0 0.0% 10,410
Low 10,310 10,310 0 0.0% 10,245
Close 10,375 10,350 -25 -0.2% 10,350
Range 100 100 0 0.0% 165
ATR 102 102 0 -0.2% 0
Volume 7,010 5,778 -1,232 -17.6% 32,510
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,657 10,603 10,405
R3 10,557 10,503 10,378
R2 10,457 10,457 10,368
R1 10,403 10,403 10,359 10,380
PP 10,357 10,357 10,357 10,345
S1 10,303 10,303 10,341 10,280
S2 10,257 10,257 10,332
S3 10,157 10,203 10,323
S4 10,057 10,103 10,295
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,830 10,755 10,441
R3 10,665 10,590 10,396
R2 10,500 10,500 10,380
R1 10,425 10,425 10,365 10,463
PP 10,335 10,335 10,335 10,354
S1 10,260 10,260 10,335 10,298
S2 10,170 10,170 10,320
S3 10,005 10,095 10,305
S4 9,840 9,930 10,259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,410 10,245 165 1.6% 106 1.0% 64% True False 6,502
10 10,410 10,140 270 2.6% 107 1.0% 78% True False 9,754
20 10,410 9,905 505 4.9% 99 1.0% 88% True False 4,923
40 10,410 9,175 1,235 11.9% 52 0.5% 95% True False 2,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 28
Fibonacci Retracements and Extensions
4.250 10,835
2.618 10,672
1.618 10,572
1.000 10,510
0.618 10,472
HIGH 10,410
0.618 10,372
0.500 10,360
0.382 10,348
LOW 10,310
0.618 10,248
1.000 10,210
1.618 10,148
2.618 10,048
4.250 9,885
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 10,360 10,360
PP 10,357 10,357
S1 10,353 10,353

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

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