NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 10,565 10,515 -50 -0.5% 10,450
High 10,620 10,515 -105 -1.0% 10,760
Low 10,485 10,290 -195 -1.9% 10,450
Close 10,530 10,300 -230 -2.2% 10,620
Range 135 225 90 66.7% 310
ATR 114 123 9 7.9% 0
Volume 10,457 15,582 5,125 49.0% 4,111
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,043 10,897 10,424
R3 10,818 10,672 10,362
R2 10,593 10,593 10,341
R1 10,447 10,447 10,321 10,408
PP 10,368 10,368 10,368 10,349
S1 10,222 10,222 10,280 10,183
S2 10,143 10,143 10,259
S3 9,918 9,997 10,238
S4 9,693 9,772 10,176
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 10,290 440 4.3% 182 1.8% 2% False True 12,963
10 10,760 10,290 470 4.6% 171 1.7% 2% False True 6,610
20 10,855 10,290 565 5.5% 111 1.1% 2% False True 3,330
40 10,855 10,220 635 6.2% 58 0.6% 13% False False 1,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,471
2.618 11,104
1.618 10,879
1.000 10,740
0.618 10,654
HIGH 10,515
0.618 10,429
0.500 10,403
0.382 10,376
LOW 10,290
0.618 10,151
1.000 10,065
1.618 9,926
2.618 9,701
4.250 9,334
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 10,403 10,455
PP 10,368 10,403
S1 10,334 10,352

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

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