NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 10,300 10,410 110 1.1% 10,605
High 10,420 10,500 80 0.8% 10,630
Low 10,300 10,360 60 0.6% 10,290
Close 10,415 10,445 30 0.3% 10,320
Range 120 140 20 16.7% 340
ATR 130 131 1 0.5% 0
Volume 5,668 14,795 9,127 161.0% 40,981
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,855 10,790 10,522
R3 10,715 10,650 10,484
R2 10,575 10,575 10,471
R1 10,510 10,510 10,458 10,543
PP 10,435 10,435 10,435 10,451
S1 10,370 10,370 10,432 10,403
S2 10,295 10,295 10,419
S3 10,155 10,230 10,407
S4 10,015 10,090 10,368
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% 157 1.5% 46% False False 10,620
10 10,665 10,290 375 3.6% 138 1.3% 41% False False 9,506
20 10,665 10,150 515 4.9% 134 1.3% 57% False False 7,806
40 10,665 9,905 760 7.3% 127 1.2% 71% False False 6,941
60 10,665 9,175 1,490 14.3% 90 0.9% 85% False False 4,630
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 20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,095
2.618 10,867
1.618 10,727
1.000 10,640
0.618 10,587
HIGH 10,500
0.618 10,447
0.500 10,430
0.382 10,414
LOW 10,360
0.618 10,274
1.000 10,220
1.618 10,134
2.618 9,994
4.250 9,765
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 10,440 10,432
PP 10,435 10,418
S1 10,430 10,405

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

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