NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 10,715 10,640 -75 -0.7% 10,550
High 10,775 10,640 -135 -1.3% 10,790
Low 10,560 10,425 -135 -1.3% 10,460
Close 10,650 10,450 -200 -1.9% 10,650
Range 215 215 0 0.0% 330
ATR 166 170 4 2.5% 0
Volume 14,353 23,033 8,680 60.5% 63,920
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,150 11,015 10,568
R3 10,935 10,800 10,509
R2 10,720 10,720 10,490
R1 10,585 10,585 10,470 10,545
PP 10,505 10,505 10,505 10,485
S1 10,370 10,370 10,430 10,330
S2 10,290 10,290 10,411
S3 10,075 10,155 10,391
S4 9,860 9,940 10,332
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 10,425 365 3.5% 199 1.9% 7% False True 15,375
10 10,880 10,340 540 5.2% 217 2.1% 20% False False 12,835
20 10,910 10,340 570 5.5% 161 1.5% 19% False False 10,512
40 10,910 10,170 740 7.1% 151 1.4% 38% False False 9,954
60 10,910 10,150 760 7.3% 140 1.3% 39% False False 8,624
80 10,910 9,735 1,175 11.2% 122 1.2% 61% False False 7,042
Crabel Price Patterns
NR False
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 39
Fibonacci Retracements and Extensions
4.250 11,554
2.618 11,203
1.618 10,988
1.000 10,855
0.618 10,773
HIGH 10,640
0.618 10,558
0.500 10,533
0.382 10,507
LOW 10,425
0.618 10,292
1.000 10,210
1.618 10,077
2.618 9,862
4.250 9,511
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 10,533 10,600
PP 10,505 10,550
S1 10,478 10,500

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

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