NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 9,750 9,375 -375 -3.8% 10,585
High 9,830 9,405 -425 -4.3% 10,620
Low 9,145 8,390 -755 -8.3% 9,930
Close 9,390 8,985 -405 -4.3% 10,005
Range 685 1,015 330 48.2% 690
ATR 195 254 59 30.0% 0
Volume 53,353 59,428 6,075 11.4% 84,916
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,972 11,493 9,543
R3 10,957 10,478 9,264
R2 9,942 9,942 9,171
R1 9,463 9,463 9,078 9,195
PP 8,927 8,927 8,927 8,793
S1 8,448 8,448 8,892 8,180
S2 7,912 7,912 8,799
S3 6,897 7,433 8,706
S4 5,882 6,418 8,427
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 8,390 2,230 24.8% 495 5.5% 27% False True 32,379
10 10,730 8,390 2,340 26.0% 335 3.7% 25% False True 20,139
20 10,855 8,390 2,465 27.4% 214 2.4% 24% False True 10,122
40 10,855 8,390 2,465 27.4% 111 1.2% 24% False True 5,072
60 10,855 8,390 2,465 27.4% 74 0.8% 24% False True 3,382
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 28
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 13,719
2.618 12,062
1.618 11,047
1.000 10,420
0.618 10,032
HIGH 9,405
0.618 9,017
0.500 8,898
0.382 8,778
LOW 8,390
0.618 7,763
1.000 7,375
1.618 6,748
2.618 5,733
4.250 4,076
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 8,956 9,368
PP 8,927 9,240
S1 8,898 9,113

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

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