NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 10,655 10,730 75 0.7% 10,650
High 10,735 10,780 45 0.4% 10,735
Low 10,590 10,680 90 0.8% 10,555
Close 10,715 10,755 40 0.4% 10,715
Range 145 100 -45 -31.0% 180
ATR 133 131 -2 -1.8% 0
Volume 8,316 10,379 2,063 24.8% 42,320
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,038 10,997 10,810
R3 10,938 10,897 10,783
R2 10,838 10,838 10,773
R1 10,797 10,797 10,764 10,818
PP 10,738 10,738 10,738 10,749
S1 10,697 10,697 10,746 10,718
S2 10,638 10,638 10,737
S3 10,538 10,597 10,728
S4 10,438 10,497 10,700
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,208 11,142 10,814
R3 11,028 10,962 10,765
R2 10,848 10,848 10,748
R1 10,782 10,782 10,732 10,815
PP 10,668 10,668 10,668 10,685
S1 10,602 10,602 10,699 10,635
S2 10,488 10,488 10,682
S3 10,308 10,422 10,666
S4 10,128 10,242 10,616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,780 10,555 225 2.1% 120 1.1% 89% True False 9,276
10 10,780 10,245 535 5.0% 127 1.2% 95% True False 8,902
20 10,780 10,170 610 5.7% 139 1.3% 96% True False 9,473
40 10,780 10,150 630 5.9% 131 1.2% 96% True False 7,828
60 10,780 9,905 875 8.1% 119 1.1% 97% True False 6,763
Crabel Price Patterns
NR True
NR4 True
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 28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,205
2.618 11,042
1.618 10,942
1.000 10,880
0.618 10,842
HIGH 10,780
0.618 10,742
0.500 10,730
0.382 10,718
LOW 10,680
0.618 10,618
1.000 10,580
1.618 10,518
2.618 10,418
4.250 10,255
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 10,747 10,726
PP 10,738 10,697
S1 10,730 10,668

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

View Archives - Comment on this page... - Back to Index of Symbols