NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 10,370 10,420 50 0.5% 10,300
High 10,460 10,565 105 1.0% 10,425
Low 10,345 10,365 20 0.2% 10,150
Close 10,430 10,540 110 1.1% 10,230
Range 115 200 85 73.9% 275
ATR 113 119 6 5.5% 0
Volume 6,751 10,933 4,182 61.9% 18,313
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,090 11,015 10,650
R3 10,890 10,815 10,595
R2 10,690 10,690 10,577
R1 10,615 10,615 10,558 10,653
PP 10,490 10,490 10,490 10,509
S1 10,415 10,415 10,522 10,453
S2 10,290 10,290 10,503
S3 10,090 10,215 10,485
S4 9,890 10,015 10,430
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 11,093 10,937 10,381
R3 10,818 10,662 10,306
R2 10,543 10,543 10,281
R1 10,387 10,387 10,255 10,328
PP 10,268 10,268 10,268 10,239
S1 10,112 10,112 10,205 10,053
S2 9,993 9,993 10,180
S3 9,718 9,837 10,155
S4 9,443 9,562 10,079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,565 10,150 415 3.9% 147 1.4% 94% True False 6,029
10 10,565 10,150 415 3.9% 124 1.2% 94% True False 5,035
20 10,565 10,150 415 3.9% 119 1.1% 94% True False 6,649
40 10,565 9,735 830 7.9% 90 0.9% 97% True False 3,973
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 17
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 11,415
2.618 11,089
1.618 10,889
1.000 10,765
0.618 10,689
HIGH 10,565
0.618 10,489
0.500 10,465
0.382 10,442
LOW 10,365
0.618 10,242
1.000 10,165
1.618 10,042
2.618 9,842
4.250 9,515
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 10,515 10,493
PP 10,490 10,445
S1 10,465 10,398

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

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