NIKKEI 225 Index Future (Globex) June 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 10,510 10,710 200 1.9% 10,450
High 10,710 10,730 20 0.2% 10,760
Low 10,510 10,540 30 0.3% 10,450
Close 10,700 10,620 -80 -0.7% 10,620
Range 200 190 -10 -5.0% 310
ATR 92 99 7 7.6% 0
Volume 527 2,978 2,451 465.1% 4,111
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,200 11,100 10,725
R3 11,010 10,910 10,672
R2 10,820 10,820 10,655
R1 10,720 10,720 10,638 10,675
PP 10,630 10,630 10,630 10,608
S1 10,530 10,530 10,603 10,485
S2 10,440 10,440 10,585
S3 10,250 10,340 10,568
S4 10,060 10,150 10,516
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,540 11,390 10,791
R3 11,230 11,080 10,705
R2 10,920 10,920 10,677
R1 10,770 10,770 10,649 10,845
PP 10,610 10,610 10,610 10,648
S1 10,460 10,460 10,592 10,535
S2 10,300 10,300 10,563
S3 9,990 10,150 10,535
S4 9,680 9,840 10,450
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% 186 1.8% 55% False False 822
10 10,850 10,320 530 5.0% 145 1.4% 57% False False 472
20 10,855 10,320 535 5.0% 75 0.7% 56% False False 242
40 10,855 10,220 635 6.0% 40 0.4% 63% False False 129
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 9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,538
2.618 11,228
1.618 11,038
1.000 10,920
0.618 10,848
HIGH 10,730
0.618 10,658
0.500 10,635
0.382 10,613
LOW 10,540
0.618 10,423
1.000 10,350
1.618 10,233
2.618 10,043
4.250 9,733
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 10,635 10,612
PP 10,630 10,603
S1 10,625 10,595

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

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