NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 10,335 10,450 115 1.1% 10,300
High 10,510 10,535 25 0.2% 10,535
Low 10,330 10,425 95 0.9% 10,215
Close 10,460 10,510 50 0.5% 10,235
Range 180 110 -70 -38.9% 320
ATR 140 138 -2 -1.5% 0
Volume 7,965 8,928 963 12.1% 50,706
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,820 10,775 10,571
R3 10,710 10,665 10,540
R2 10,600 10,600 10,530
R1 10,555 10,555 10,520 10,578
PP 10,490 10,490 10,490 10,501
S1 10,445 10,445 10,500 10,468
S2 10,380 10,380 10,490
S3 10,270 10,335 10,480
S4 10,160 10,225 10,450
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 3.5% 171 1.6% 93% True False 9,176
10 10,535 10,170 365 3.5% 152 1.4% 93% True False 9,644
20 10,665 10,170 495 4.7% 139 1.3% 69% False False 9,125
40 10,665 10,150 515 4.9% 129 1.2% 70% False False 7,887
60 10,665 9,735 930 8.8% 107 1.0% 83% False False 5,691
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,003
2.618 10,823
1.618 10,713
1.000 10,645
0.618 10,603
HIGH 10,535
0.618 10,493
0.500 10,480
0.382 10,467
LOW 10,425
0.618 10,357
1.000 10,315
1.618 10,247
2.618 10,137
4.250 9,958
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 10,500 10,470
PP 10,490 10,430
S1 10,480 10,390

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

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