NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 10,610 10,515 -95 -0.9% 10,850
High 10,625 10,740 115 1.1% 10,880
Low 10,475 10,515 40 0.4% 10,340
Close 10,515 10,725 210 2.0% 10,550
Range 150 225 75 50.0% 540
ATR 157 162 5 3.1% 0
Volume 12,772 14,954 2,182 17.1% 41,400
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,335 11,255 10,849
R3 11,110 11,030 10,787
R2 10,885 10,885 10,766
R1 10,805 10,805 10,746 10,845
PP 10,660 10,660 10,660 10,680
S1 10,580 10,580 10,705 10,620
S2 10,435 10,435 10,684
S3 10,210 10,355 10,663
S4 9,985 10,130 10,601
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 10,790 10,460 330 3.1% 184 1.7% 80% False False 11,582
10 10,895 10,340 555 5.2% 186 1.7% 69% False False 10,285
20 10,910 10,340 570 5.3% 152 1.4% 68% False False 9,673
40 10,910 10,170 740 6.9% 148 1.4% 75% False False 9,449
60 10,910 10,140 770 7.2% 137 1.3% 76% False False 8,621
80 10,910 9,735 1,175 11.0% 117 1.1% 84% False False 6,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,696
2.618 11,329
1.618 11,104
1.000 10,965
0.618 10,879
HIGH 10,740
0.618 10,654
0.500 10,628
0.382 10,601
LOW 10,515
0.618 10,376
1.000 10,290
1.618 10,151
2.618 9,926
4.250 9,559
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 10,693 10,694
PP 10,660 10,663
S1 10,628 10,633

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

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