NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 10,510 10,230 -280 -2.7% 10,300
High 10,510 10,300 -210 -2.0% 10,535
Low 10,215 10,170 -45 -0.4% 10,215
Close 10,235 10,255 20 0.2% 10,235
Range 295 130 -165 -55.9% 320
ATR 138 137 -1 -0.4% 0
Volume 12,481 8,759 -3,722 -29.8% 50,706
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,632 10,573 10,327
R3 10,502 10,443 10,291
R2 10,372 10,372 10,279
R1 10,313 10,313 10,267 10,343
PP 10,242 10,242 10,242 10,256
S1 10,183 10,183 10,243 10,213
S2 10,112 10,112 10,231
S3 9,982 10,053 10,219
S4 9,852 9,923 10,184
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,288 11,082 10,411
R3 10,968 10,762 10,323
R2 10,648 10,648 10,294
R1 10,442 10,442 10,264 10,385
PP 10,328 10,328 10,328 10,300
S1 10,122 10,122 10,206 10,065
S2 10,008 10,008 10,176
S3 9,688 9,802 10,147
S4 9,368 9,482 10,059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,535 10,170 365 3.6% 148 1.4% 23% False True 10,759
10 10,630 10,170 460 4.5% 151 1.5% 18% False True 10,044
20 10,665 10,170 495 4.8% 142 1.4% 17% False True 9,047
40 10,665 10,140 525 5.1% 127 1.2% 22% False False 7,904
60 10,665 9,520 1,145 11.2% 100 1.0% 64% False False 5,280
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,853
2.618 10,640
1.618 10,510
1.000 10,430
0.618 10,380
HIGH 10,300
0.618 10,250
0.500 10,235
0.382 10,220
LOW 10,170
0.618 10,090
1.000 10,040
1.618 9,960
2.618 9,830
4.250 9,618
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 10,248 10,353
PP 10,242 10,320
S1 10,235 10,288

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

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