NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 10,355 10,320 -35 -0.3% 10,360
High 10,370 10,405 35 0.3% 10,445
Low 10,265 10,320 55 0.5% 10,220
Close 10,310 10,345 35 0.3% 10,320
Range 105 85 -20 -19.0% 225
ATR 107 106 -1 -0.8% 0
Volume 3,655 3,452 -203 -5.6% 19,065
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 10,612 10,563 10,392
R3 10,527 10,478 10,369
R2 10,442 10,442 10,361
R1 10,393 10,393 10,353 10,418
PP 10,357 10,357 10,357 10,369
S1 10,308 10,308 10,337 10,333
S2 10,272 10,272 10,330
S3 10,187 10,223 10,322
S4 10,102 10,138 10,298
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,003 10,887 10,444
R3 10,778 10,662 10,382
R2 10,553 10,553 10,361
R1 10,437 10,437 10,341 10,383
PP 10,328 10,328 10,328 10,301
S1 10,212 10,212 10,300 10,158
S2 10,103 10,103 10,279
S3 9,878 9,987 10,258
S4 9,653 9,762 10,196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,425 10,265 160 1.5% 101 1.0% 50% False False 4,041
10 10,445 10,220 225 2.2% 108 1.0% 56% False False 4,851
20 10,445 10,035 410 4.0% 115 1.1% 76% False False 6,430
40 10,445 9,260 1,185 11.5% 72 0.7% 92% False False 3,220
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 11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,766
2.618 10,628
1.618 10,543
1.000 10,490
0.618 10,458
HIGH 10,405
0.618 10,373
0.500 10,363
0.382 10,353
LOW 10,320
0.618 10,268
1.000 10,235
1.618 10,183
2.618 10,098
4.250 9,959
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 10,363 10,345
PP 10,357 10,345
S1 10,351 10,345

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

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