NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 10,450 10,515 65 0.6% 10,230
High 10,535 10,645 110 1.0% 10,645
Low 10,425 10,515 90 0.9% 10,170
Close 10,510 10,640 130 1.2% 10,640
Range 110 130 20 18.2% 475
ATR 138 138 0 -0.2% 0
Volume 8,928 11,688 2,760 30.9% 45,089
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,990 10,945 10,712
R3 10,860 10,815 10,676
R2 10,730 10,730 10,664
R1 10,685 10,685 10,652 10,708
PP 10,600 10,600 10,600 10,611
S1 10,555 10,555 10,628 10,578
S2 10,470 10,470 10,616
S3 10,340 10,425 10,604
S4 10,210 10,295 10,569
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,910 11,750 10,901
R3 11,435 11,275 10,771
R2 10,960 10,960 10,727
R1 10,800 10,800 10,684 10,880
PP 10,485 10,485 10,485 10,525
S1 10,325 10,325 10,597 10,405
S2 10,010 10,010 10,553
S3 9,535 9,850 10,510
S4 9,060 9,375 10,379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,645 10,170 475 4.5% 138 1.3% 99% True False 9,017
10 10,645 10,170 475 4.5% 142 1.3% 99% True False 9,579
20 10,665 10,170 495 4.7% 141 1.3% 95% False False 9,396
40 10,665 10,150 515 4.8% 130 1.2% 95% False False 7,680
60 10,665 9,735 930 8.7% 109 1.0% 97% False False 5,885
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,198
2.618 10,985
1.618 10,855
1.000 10,775
0.618 10,725
HIGH 10,645
0.618 10,595
0.500 10,580
0.382 10,565
LOW 10,515
0.618 10,435
1.000 10,385
1.618 10,305
2.618 10,175
4.250 9,963
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 10,620 10,589
PP 10,600 10,538
S1 10,580 10,488

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

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