NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 10,565 10,465 -100 -0.9% 10,850
High 10,565 10,570 5 0.0% 10,880
Low 10,340 10,465 125 1.2% 10,340
Close 10,435 10,550 115 1.1% 10,550
Range 225 105 -120 -53.3% 540
ATR 149 148 -1 -0.7% 0
Volume 17,461 8,343 -9,118 -52.2% 41,400
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,843 10,802 10,608
R3 10,738 10,697 10,579
R2 10,633 10,633 10,569
R1 10,592 10,592 10,560 10,613
PP 10,528 10,528 10,528 10,539
S1 10,487 10,487 10,541 10,508
S2 10,423 10,423 10,531
S3 10,318 10,382 10,521
S4 10,213 10,277 10,492
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 12,210 11,920 10,847
R3 11,670 11,380 10,699
R2 11,130 11,130 10,649
R1 10,840 10,840 10,600 10,715
PP 10,590 10,590 10,590 10,528
S1 10,300 10,300 10,501 10,175
S2 10,050 10,050 10,451
S3 9,510 9,760 10,402
S4 8,970 9,220 10,253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,880 10,340 540 5.1% 194 1.8% 39% False False 9,460
10 10,910 10,340 570 5.4% 152 1.4% 37% False False 8,928
20 10,910 10,170 740 7.0% 148 1.4% 51% False False 9,043
40 10,910 10,150 760 7.2% 141 1.3% 53% False False 8,691
60 10,910 10,035 875 8.3% 132 1.3% 59% False False 7,937
80 10,910 9,260 1,650 15.6% 106 1.0% 78% False False 5,955
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 30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,016
2.618 10,845
1.618 10,740
1.000 10,675
0.618 10,635
HIGH 10,570
0.618 10,530
0.500 10,518
0.382 10,505
LOW 10,465
0.618 10,400
1.000 10,360
1.618 10,295
2.618 10,190
4.250 10,019
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 10,539 10,535
PP 10,528 10,520
S1 10,518 10,505

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

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