NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 10,635 10,615 -20 -0.2% 10,545
High 10,655 10,625 -30 -0.3% 10,665
Low 10,580 10,495 -85 -0.8% 10,395
Close 10,590 10,595 5 0.0% 10,595
Range 75 130 55 73.3% 270
ATR 119 120 1 0.6% 0
Volume 9,130 8,343 -787 -8.6% 41,304
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,962 10,908 10,667
R3 10,832 10,778 10,631
R2 10,702 10,702 10,619
R1 10,648 10,648 10,607 10,610
PP 10,572 10,572 10,572 10,553
S1 10,518 10,518 10,583 10,480
S2 10,442 10,442 10,571
S3 10,312 10,388 10,559
S4 10,182 10,258 10,524
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,362 11,248 10,744
R3 11,092 10,978 10,669
R2 10,822 10,822 10,645
R1 10,708 10,708 10,620 10,765
PP 10,552 10,552 10,552 10,580
S1 10,438 10,438 10,570 10,495
S2 10,282 10,282 10,546
S3 10,012 10,168 10,521
S4 9,742 9,898 10,447
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% 124 1.2% 74% False False 8,260
10 10,665 10,230 435 4.1% 133 1.3% 84% False False 8,049
20 10,665 10,150 515 4.9% 124 1.2% 86% False False 6,182
40 10,665 9,905 760 7.2% 110 1.0% 91% False False 5,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,178
2.618 10,965
1.618 10,835
1.000 10,755
0.618 10,705
HIGH 10,625
0.618 10,575
0.500 10,560
0.382 10,545
LOW 10,495
0.618 10,415
1.000 10,365
1.618 10,285
2.618 10,155
4.250 9,943
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 10,583 10,590
PP 10,572 10,585
S1 10,560 10,580

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

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