NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 10,435 10,455 20 0.2% 10,605
High 10,485 10,535 50 0.5% 10,630
Low 10,405 10,440 35 0.3% 10,290
Close 10,455 10,515 60 0.6% 10,320
Range 80 95 15 18.8% 340
ATR 128 125 -2 -1.8% 0
Volume 6,400 11,362 4,962 77.5% 40,981
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,782 10,743 10,567
R3 10,687 10,648 10,541
R2 10,592 10,592 10,533
R1 10,553 10,553 10,524 10,573
PP 10,497 10,497 10,497 10,506
S1 10,458 10,458 10,506 10,478
S2 10,402 10,402 10,498
S3 10,307 10,363 10,489
S4 10,212 10,268 10,463
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 10,535 10,290 245 2.3% 133 1.3% 92% True False 10,111
10 10,655 10,290 365 3.5% 129 1.2% 62% False False 9,667
20 10,665 10,150 515 4.9% 133 1.3% 71% False False 8,338
40 10,665 10,035 630 6.0% 124 1.2% 76% False False 7,384
60 10,665 9,260 1,405 13.4% 92 0.9% 89% False False 4,926
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 True
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 10,939
2.618 10,784
1.618 10,689
1.000 10,630
0.618 10,594
HIGH 10,535
0.618 10,499
0.500 10,488
0.382 10,476
LOW 10,440
0.618 10,381
1.000 10,345
1.618 10,286
2.618 10,191
4.250 10,036
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 10,506 10,493
PP 10,497 10,470
S1 10,488 10,448

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

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