NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 10,850 10,550 -300 -2.8% 10,730
High 10,880 10,670 -210 -1.9% 10,910
Low 10,510 10,450 -60 -0.6% 10,680
Close 10,535 10,560 25 0.2% 10,855
Range 370 220 -150 -40.5% 230
ATR 137 143 6 4.3% 0
Volume 0 15,596 15,596 39,572
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,220 11,110 10,681
R3 11,000 10,890 10,621
R2 10,780 10,780 10,600
R1 10,670 10,670 10,580 10,725
PP 10,560 10,560 10,560 10,588
S1 10,450 10,450 10,540 10,505
S2 10,340 10,340 10,520
S3 10,120 10,230 10,500
S4 9,900 10,010 10,439
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 10,450 460 4.4% 175 1.7% 24% False True 7,217
10 10,910 10,450 460 4.4% 146 1.4% 24% False True 8,197
20 10,910 10,170 740 7.0% 140 1.3% 53% False False 8,641
40 10,910 10,150 760 7.2% 137 1.3% 54% False False 8,223
60 10,910 9,905 1,005 9.5% 131 1.2% 65% False False 7,508
80 10,910 9,175 1,735 16.4% 102 1.0% 80% False False 5,633
Crabel Price Patterns
NR True
NR4 False
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 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,605
2.618 11,246
1.618 11,026
1.000 10,890
0.618 10,806
HIGH 10,670
0.618 10,586
0.500 10,560
0.382 10,534
LOW 10,450
0.618 10,314
1.000 10,230
1.618 10,094
2.618 9,874
4.250 9,515
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 10,560 10,665
PP 10,560 10,630
S1 10,560 10,595

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

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