NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 10,450 10,580 130 1.2% 10,550
High 10,625 10,660 35 0.3% 10,790
Low 10,445 10,515 70 0.7% 10,460
Close 10,570 10,565 -5 0.0% 10,650
Range 180 145 -35 -19.4% 330
ATR 171 169 -2 -1.1% 0
Volume 38,122 16,765 -21,357 -56.0% 63,920
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,015 10,935 10,645
R3 10,870 10,790 10,605
R2 10,725 10,725 10,592
R1 10,645 10,645 10,578 10,613
PP 10,580 10,580 10,580 10,564
S1 10,500 10,500 10,552 10,468
S2 10,435 10,435 10,539
S3 10,290 10,355 10,525
S4 10,145 10,210 10,485
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% 196 1.9% 40% False False 21,445
10 10,790 10,340 450 4.3% 190 1.8% 50% False False 16,764
20 10,910 10,340 570 5.4% 168 1.6% 39% False False 12,480
40 10,910 10,170 740 7.0% 152 1.4% 53% False False 10,888
60 10,910 10,150 760 7.2% 142 1.3% 55% False False 9,204
80 10,910 9,735 1,175 11.1% 126 1.2% 71% False False 7,728
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,276
2.618 11,040
1.618 10,895
1.000 10,805
0.618 10,750
HIGH 10,660
0.618 10,605
0.500 10,588
0.382 10,571
LOW 10,515
0.618 10,426
1.000 10,370
1.618 10,281
2.618 10,136
4.250 9,899
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 10,588 10,558
PP 10,580 10,550
S1 10,573 10,543

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

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