NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 10,480 10,580 100 1.0% 10,230
High 10,610 10,665 55 0.5% 10,595
Low 10,475 10,535 60 0.6% 10,230
Close 10,585 10,620 35 0.3% 10,505
Range 135 130 -5 -3.7% 365
ATR 122 123 1 0.5% 0
Volume 7,285 8,858 1,573 21.6% 39,195
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,997 10,938 10,692
R3 10,867 10,808 10,656
R2 10,737 10,737 10,644
R1 10,678 10,678 10,632 10,708
PP 10,607 10,607 10,607 10,621
S1 10,548 10,548 10,608 10,578
S2 10,477 10,477 10,596
S3 10,347 10,418 10,584
S4 10,217 10,288 10,549
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,538 11,387 10,706
R3 11,173 11,022 10,606
R2 10,808 10,808 10,572
R1 10,657 10,657 10,539 10,733
PP 10,443 10,443 10,443 10,481
S1 10,292 10,292 10,472 10,368
S2 10,078 10,078 10,438
S3 9,713 9,927 10,405
S4 9,348 9,562 10,304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,665 10,395 270 2.5% 129 1.2% 83% True False 7,991
10 10,665 10,150 515 4.8% 138 1.3% 91% True False 7,010
20 10,665 10,150 515 4.8% 123 1.2% 91% True False 5,930
40 10,665 9,735 930 8.8% 107 1.0% 95% True False 4,972
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 11,218
2.618 11,005
1.618 10,875
1.000 10,795
0.618 10,745
HIGH 10,665
0.618 10,615
0.500 10,600
0.382 10,585
LOW 10,535
0.618 10,455
1.000 10,405
1.618 10,325
2.618 10,195
4.250 9,983
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 10,613 10,590
PP 10,607 10,560
S1 10,600 10,530

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

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