NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 10,515 10,715 200 1.9% 10,550
High 10,740 10,775 35 0.3% 10,790
Low 10,515 10,560 45 0.4% 10,460
Close 10,725 10,650 -75 -0.7% 10,650
Range 225 215 -10 -4.4% 330
ATR 162 166 4 2.3% 0
Volume 14,954 14,353 -601 -4.0% 63,920
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,307 11,193 10,768
R3 11,092 10,978 10,709
R2 10,877 10,877 10,690
R1 10,763 10,763 10,670 10,713
PP 10,662 10,662 10,662 10,636
S1 10,548 10,548 10,630 10,498
S2 10,447 10,447 10,611
S3 10,232 10,333 10,591
S4 10,017 10,118 10,532
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,623 11,467 10,832
R3 11,293 11,137 10,741
R2 10,963 10,963 10,711
R1 10,807 10,807 10,680 10,885
PP 10,633 10,633 10,633 10,673
S1 10,477 10,477 10,620 10,555
S2 10,303 10,303 10,590
S3 9,973 10,147 10,559
S4 9,643 9,817 10,469
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% 206 1.9% 58% False False 12,784
10 10,880 10,340 540 5.1% 200 1.9% 57% False False 11,122
20 10,910 10,340 570 5.4% 157 1.5% 54% False False 9,945
40 10,910 10,170 740 6.9% 148 1.4% 65% False False 9,535
60 10,910 10,150 760 7.1% 138 1.3% 66% False False 8,573
80 10,910 9,735 1,175 11.0% 119 1.1% 78% False False 6,754
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 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,689
2.618 11,338
1.618 11,123
1.000 10,990
0.618 10,908
HIGH 10,775
0.618 10,693
0.500 10,668
0.382 10,642
LOW 10,560
0.618 10,427
1.000 10,345
1.618 10,212
2.618 9,997
4.250 9,646
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 10,668 10,642
PP 10,662 10,633
S1 10,656 10,625

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

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