NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 10,855 10,850 -5 0.0% 10,730
High 10,880 10,880 0 0.0% 10,910
Low 10,830 10,510 -320 -3.0% 10,680
Close 10,855 10,535 -320 -2.9% 10,855
Range 50 370 320 640.0% 230
ATR 119 137 18 15.0% 0
Volume 5,902 0 -5,902 -100.0% 39,572
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,752 11,513 10,739
R3 11,382 11,143 10,637
R2 11,012 11,012 10,603
R1 10,773 10,773 10,569 10,708
PP 10,642 10,642 10,642 10,609
S1 10,403 10,403 10,501 10,338
S2 10,272 10,272 10,467
S3 9,902 10,033 10,433
S4 9,532 9,663 10,332
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,505 11,410 10,982
R3 11,275 11,180 10,918
R2 11,045 11,045 10,897
R1 10,950 10,950 10,876 10,998
PP 10,815 10,815 10,815 10,839
S1 10,720 10,720 10,834 10,768
S2 10,585 10,585 10,813
S3 10,355 10,490 10,792
S4 10,125 10,260 10,729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,910 10,510 400 3.8% 144 1.4% 6% False True 5,838
10 10,910 10,510 400 3.8% 132 1.3% 6% False True 7,557
20 10,910 10,170 740 7.0% 136 1.3% 49% False False 8,600
40 10,910 10,150 760 7.2% 135 1.3% 51% False False 7,937
60 10,910 9,905 1,005 9.5% 128 1.2% 63% False False 7,248
80 10,910 9,175 1,735 16.5% 100 0.9% 78% False False 5,438
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 85 trading days
Fibonacci Retracements and Extensions
4.250 12,453
2.618 11,849
1.618 11,479
1.000 11,250
0.618 11,109
HIGH 10,880
0.618 10,739
0.500 10,695
0.382 10,651
LOW 10,510
0.618 10,281
1.000 10,140
1.618 9,911
2.618 9,541
4.250 8,938
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 10,695 10,703
PP 10,642 10,647
S1 10,588 10,591

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

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