NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 10,740 10,750 10 0.1% 10,650
High 10,790 10,910 120 1.1% 10,735
Low 10,725 10,750 25 0.2% 10,555
Close 10,765 10,880 115 1.1% 10,715
Range 65 160 95 146.2% 180
ATR 126 129 2 1.9% 0
Volume 8,700 8,602 -98 -1.1% 42,320
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,327 11,263 10,968
R3 11,167 11,103 10,924
R2 11,007 11,007 10,909
R1 10,943 10,943 10,895 10,975
PP 10,847 10,847 10,847 10,863
S1 10,783 10,783 10,865 10,815
S2 10,687 10,687 10,851
S3 10,527 10,623 10,836
S4 10,367 10,463 10,792
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 10,910 10,555 355 3.3% 122 1.1% 92% True False 9,328
10 10,910 10,425 485 4.5% 117 1.1% 94% True False 9,061
20 10,910 10,170 740 6.8% 135 1.2% 96% True False 9,565
40 10,910 10,150 760 7.0% 131 1.2% 96% True False 7,980
60 10,910 9,905 1,005 9.2% 119 1.1% 97% True False 7,051
80 10,910 9,175 1,735 15.9% 93 0.9% 98% True False 5,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,590
2.618 11,329
1.618 11,169
1.000 11,070
0.618 11,009
HIGH 10,910
0.618 10,849
0.500 10,830
0.382 10,811
LOW 10,750
0.618 10,651
1.000 10,590
1.618 10,491
2.618 10,331
4.250 10,070
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 10,863 10,852
PP 10,847 10,823
S1 10,830 10,795

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

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