NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 10,465 10,550 85 0.8% 10,850
High 10,570 10,710 140 1.3% 10,880
Low 10,465 10,460 -5 0.0% 10,340
Close 10,550 10,685 135 1.3% 10,550
Range 105 250 145 138.1% 540
ATR 148 155 7 4.9% 0
Volume 8,343 10,075 1,732 20.8% 41,400
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,368 11,277 10,823
R3 11,118 11,027 10,754
R2 10,868 10,868 10,731
R1 10,777 10,777 10,708 10,823
PP 10,618 10,618 10,618 10,641
S1 10,527 10,527 10,662 10,573
S2 10,368 10,368 10,639
S3 10,118 10,277 10,616
S4 9,868 10,027 10,548
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% 234 2.2% 64% False False 10,295
10 10,910 10,340 570 5.3% 162 1.5% 61% False False 9,104
20 10,910 10,170 740 6.9% 146 1.4% 70% False False 8,922
40 10,910 10,150 760 7.1% 143 1.3% 70% False False 8,799
60 10,910 10,140 770 7.2% 133 1.2% 71% False False 8,103
80 10,910 9,335 1,575 14.7% 110 1.0% 86% False False 6,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,773
2.618 11,365
1.618 11,115
1.000 10,960
0.618 10,865
HIGH 10,710
0.618 10,615
0.500 10,585
0.382 10,556
LOW 10,460
0.618 10,306
1.000 10,210
1.618 10,056
2.618 9,806
4.250 9,398
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 10,652 10,632
PP 10,618 10,578
S1 10,585 10,525

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

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