NIKKEI 225 Index Future (Globex) June 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 10,585 10,470 -115 -1.1% 10,450
High 10,585 10,595 10 0.1% 10,760
Low 10,400 10,420 20 0.2% 10,450
Close 10,420 10,535 115 1.1% 10,620
Range 185 175 -10 -5.4% 310
ATR 108 112 5 4.5% 0
Volume 9,091 26,711 17,620 193.8% 4,111
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,042 10,963 10,631
R3 10,867 10,788 10,583
R2 10,692 10,692 10,567
R1 10,613 10,613 10,551 10,653
PP 10,517 10,517 10,517 10,536
S1 10,438 10,438 10,519 10,478
S2 10,342 10,342 10,503
S3 10,167 10,263 10,487
S4 9,992 10,088 10,439
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 10,730 10,400 330 3.1% 174 1.7% 41% False False 7,900
10 10,760 10,320 440 4.2% 158 1.5% 49% False False 4,048
20 10,855 10,320 535 5.1% 93 0.9% 40% False False 2,030
40 10,855 10,220 635 6.0% 49 0.5% 50% False False 1,024
Crabel Price Patterns
NR True
NR4 True
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 14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,339
2.618 11,053
1.618 10,878
1.000 10,770
0.618 10,703
HIGH 10,595
0.618 10,528
0.500 10,508
0.382 10,487
LOW 10,420
0.618 10,312
1.000 10,245
1.618 10,137
2.618 9,962
4.250 9,676
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 10,526 10,565
PP 10,517 10,555
S1 10,508 10,545

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

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