NIKKEI 225 Index Future (Globex) June 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 10,580 10,510 -70 -0.7% 10,710
High 10,580 10,710 130 1.2% 10,710
Low 10,460 10,510 50 0.5% 10,320
Close 10,490 10,700 210 2.0% 10,525
Range 120 200 80 66.7% 390
ATR 82 92 10 12.0% 0
Volume 193 527 334 173.1% 604
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,240 11,170 10,810
R3 11,040 10,970 10,755
R2 10,840 10,840 10,737
R1 10,770 10,770 10,718 10,805
PP 10,640 10,640 10,640 10,658
S1 10,570 10,570 10,682 10,605
S2 10,440 10,440 10,663
S3 10,240 10,370 10,645
S4 10,040 10,170 10,590
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,688 11,497 10,740
R3 11,298 11,107 10,632
R2 10,908 10,908 10,597
R1 10,717 10,717 10,561 10,618
PP 10,518 10,518 10,518 10,469
S1 10,327 10,327 10,489 10,228
S2 10,128 10,128 10,454
S3 9,738 9,937 10,418
S4 9,348 9,547 10,311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,760 10,450 310 2.9% 160 1.5% 81% False False 257
10 10,855 10,320 535 5.0% 126 1.2% 71% False False 175
20 10,855 10,320 535 5.0% 65 0.6% 71% False False 94
40 10,855 10,220 635 5.9% 35 0.3% 76% False False 55
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 7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,560
2.618 11,234
1.618 11,034
1.000 10,910
0.618 10,834
HIGH 10,710
0.618 10,634
0.500 10,610
0.382 10,587
LOW 10,510
0.618 10,387
1.000 10,310
1.618 10,187
2.618 9,987
4.250 9,660
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 10,670 10,670
PP 10,640 10,640
S1 10,610 10,610

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

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