NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 10,300 9,750 -550 -5.3% 10,585
High 10,345 9,830 -515 -5.0% 10,620
Low 9,930 9,145 -785 -7.9% 9,930
Close 10,005 9,390 -615 -6.1% 10,005
Range 415 685 270 65.1% 690
ATR 144 195 51 35.6% 0
Volume 23,075 53,353 30,278 131.2% 84,916
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,510 11,135 9,767
R3 10,825 10,450 9,579
R2 10,140 10,140 9,516
R1 9,765 9,765 9,453 9,610
PP 9,455 9,455 9,455 9,378
S1 9,080 9,080 9,327 8,925
S2 8,770 8,770 9,265
S3 8,085 8,395 9,202
S4 7,400 7,710 9,013
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,255 11,820 10,385
R3 11,565 11,130 10,195
R2 10,875 10,875 10,132
R1 10,440 10,440 10,068 10,313
PP 10,185 10,185 10,185 10,121
S1 9,750 9,750 9,942 9,623
S2 9,495 9,495 9,879
S3 8,805 9,060 9,815
S4 8,115 8,370 9,626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,620 9,145 1,475 15.7% 327 3.5% 17% False True 25,835
10 10,760 9,145 1,615 17.2% 252 2.7% 15% False True 14,221
20 10,855 9,145 1,710 18.2% 163 1.7% 14% False True 7,151
40 10,855 9,145 1,710 18.2% 85 0.9% 14% False True 3,586
60 10,855 9,145 1,710 18.2% 57 0.6% 14% False True 2,391
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 32
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 12,741
2.618 11,623
1.618 10,938
1.000 10,515
0.618 10,253
HIGH 9,830
0.618 9,568
0.500 9,488
0.382 9,407
LOW 9,145
0.618 8,722
1.000 8,460
1.618 8,037
2.618 7,352
4.250 6,234
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 9,488 9,830
PP 9,455 9,683
S1 9,423 9,537

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

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