NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 10,410 10,435 25 0.2% 10,605
High 10,500 10,485 -15 -0.1% 10,630
Low 10,360 10,405 45 0.4% 10,290
Close 10,445 10,455 10 0.1% 10,320
Range 140 80 -60 -42.9% 340
ATR 131 128 -4 -2.8% 0
Volume 14,795 6,400 -8,395 -56.7% 40,981
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,688 10,652 10,499
R3 10,608 10,572 10,477
R2 10,528 10,528 10,470
R1 10,492 10,492 10,462 10,510
PP 10,448 10,448 10,448 10,458
S1 10,412 10,412 10,448 10,430
S2 10,368 10,368 10,440
S3 10,288 10,332 10,433
S4 10,208 10,252 10,411
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 10,530 10,290 240 2.3% 137 1.3% 69% False False 10,475
10 10,665 10,290 375 3.6% 132 1.3% 44% False False 9,417
20 10,665 10,150 515 4.9% 133 1.3% 59% False False 7,943
40 10,665 9,905 760 7.3% 125 1.2% 72% False False 7,101
60 10,665 9,175 1,490 14.3% 91 0.9% 86% False False 4,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,825
2.618 10,695
1.618 10,615
1.000 10,565
0.618 10,535
HIGH 10,485
0.618 10,455
0.500 10,445
0.382 10,436
LOW 10,405
0.618 10,356
1.000 10,325
1.618 10,276
2.618 10,196
4.250 10,065
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 10,452 10,437
PP 10,448 10,418
S1 10,445 10,400

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

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