NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 10,420 10,550 130 1.2% 10,300
High 10,565 10,585 20 0.2% 10,425
Low 10,365 10,495 130 1.3% 10,150
Close 10,540 10,520 -20 -0.2% 10,230
Range 200 90 -110 -55.0% 275
ATR 119 117 -2 -1.8% 0
Volume 10,933 6,265 -4,668 -42.7% 18,313
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,803 10,752 10,570
R3 10,713 10,662 10,545
R2 10,623 10,623 10,537
R1 10,572 10,572 10,528 10,553
PP 10,533 10,533 10,533 10,524
S1 10,482 10,482 10,512 10,463
S2 10,443 10,443 10,504
S3 10,353 10,392 10,495
S4 10,263 10,302 10,471
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 10,585 10,150 435 4.1% 132 1.3% 85% True False 6,137
10 10,585 10,150 435 4.1% 127 1.2% 85% True False 5,178
20 10,585 10,150 435 4.1% 118 1.1% 85% True False 5,964
40 10,585 9,735 850 8.1% 93 0.9% 92% True False 4,130
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,968
2.618 10,821
1.618 10,731
1.000 10,675
0.618 10,641
HIGH 10,585
0.618 10,551
0.500 10,540
0.382 10,530
LOW 10,495
0.618 10,440
1.000 10,405
1.618 10,350
2.618 10,260
4.250 10,113
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 10,540 10,502
PP 10,533 10,483
S1 10,527 10,465

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

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