NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 10,510 10,300 -210 -2.0% 10,605
High 10,520 10,420 -100 -1.0% 10,630
Low 10,290 10,300 10 0.1% 10,290
Close 10,320 10,415 95 0.9% 10,320
Range 230 120 -110 -47.8% 340
ATR 131 130 -1 -0.6% 0
Volume 12,333 5,668 -6,665 -54.0% 40,981
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,738 10,697 10,481
R3 10,618 10,577 10,448
R2 10,498 10,498 10,437
R1 10,457 10,457 10,426 10,478
PP 10,378 10,378 10,378 10,389
S1 10,337 10,337 10,404 10,358
S2 10,258 10,258 10,393
S3 10,138 10,217 10,382
S4 10,018 10,097 10,349
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,433 11,217 10,507
R3 11,093 10,877 10,414
R2 10,753 10,753 10,382
R1 10,537 10,537 10,351 10,475
PP 10,413 10,413 10,413 10,383
S1 10,197 10,197 10,289 10,135
S2 10,073 10,073 10,258
S3 9,733 9,857 10,227
S4 9,393 9,517 10,133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,630 10,290 340 3.3% 153 1.5% 37% False False 9,329
10 10,665 10,290 375 3.6% 139 1.3% 33% False False 8,795
20 10,665 10,150 515 4.9% 134 1.3% 51% False False 7,273
40 10,665 9,905 760 7.3% 123 1.2% 67% False False 6,571
60 10,665 9,175 1,490 14.3% 87 0.8% 83% False False 4,384
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,930
2.618 10,734
1.618 10,614
1.000 10,540
0.618 10,494
HIGH 10,420
0.618 10,374
0.500 10,360
0.382 10,346
LOW 10,300
0.618 10,226
1.000 10,180
1.618 10,106
2.618 9,986
4.250 9,790
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 10,397 10,413
PP 10,378 10,412
S1 10,360 10,410

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

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