NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 10,640 10,450 -190 -1.8% 10,550
High 10,640 10,625 -15 -0.1% 10,790
Low 10,425 10,445 20 0.2% 10,460
Close 10,450 10,570 120 1.1% 10,650
Range 215 180 -35 -16.3% 330
ATR 170 171 1 0.4% 0
Volume 23,033 38,122 15,089 65.5% 63,920
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,087 11,008 10,669
R3 10,907 10,828 10,620
R2 10,727 10,727 10,603
R1 10,648 10,648 10,587 10,688
PP 10,547 10,547 10,547 10,566
S1 10,468 10,468 10,554 10,508
S2 10,367 10,367 10,537
S3 10,187 10,288 10,521
S4 10,007 10,108 10,471
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 10,775 10,425 350 3.3% 197 1.9% 41% False False 20,646
10 10,790 10,340 450 4.3% 198 1.9% 51% False False 16,647
20 10,910 10,340 570 5.4% 165 1.6% 40% False False 12,102
40 10,910 10,170 740 7.0% 152 1.4% 54% False False 10,661
60 10,910 10,150 760 7.2% 142 1.3% 55% False False 9,038
80 10,910 9,735 1,175 11.1% 124 1.2% 71% False False 7,518
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,390
2.618 11,096
1.618 10,916
1.000 10,805
0.618 10,736
HIGH 10,625
0.618 10,556
0.500 10,535
0.382 10,514
LOW 10,445
0.618 10,334
1.000 10,265
1.618 10,154
2.618 9,974
4.250 9,680
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 10,558 10,600
PP 10,547 10,590
S1 10,535 10,580

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

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