NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 8,555 8,880 325 3.8% 9,750
High 9,025 9,325 300 3.3% 9,830
Low 8,200 8,835 635 7.7% 8,200
Close 8,890 9,245 355 4.0% 9,245
Range 825 490 -335 -40.6% 1,630
ATR 330 342 11 3.5% 0
Volume 37,099 20,941 -16,158 -43.6% 220,442
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,605 10,415 9,515
R3 10,115 9,925 9,380
R2 9,625 9,625 9,335
R1 9,435 9,435 9,290 9,530
PP 9,135 9,135 9,135 9,183
S1 8,945 8,945 9,200 9,040
S2 8,645 8,645 9,155
S3 8,155 8,455 9,110
S4 7,665 7,965 8,976
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,982 13,243 10,142
R3 12,352 11,613 9,693
R2 10,722 10,722 9,544
R1 9,983 9,983 9,395 9,538
PP 9,092 9,092 9,092 8,869
S1 8,353 8,353 9,096 7,908
S2 7,462 7,462 8,946
S3 5,832 6,723 8,797
S4 4,202 5,093 8,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,830 8,200 1,630 17.6% 762 8.2% 64% False False 44,088
10 10,620 8,200 2,420 26.2% 495 5.3% 43% False False 30,535
20 10,850 8,200 2,650 28.7% 320 3.5% 39% False False 15,504
40 10,855 8,200 2,655 28.7% 163 1.8% 39% False False 7,763
60 10,855 8,200 2,655 28.7% 109 1.2% 39% False False 5,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,408
2.618 10,608
1.618 10,118
1.000 9,815
0.618 9,628
HIGH 9,325
0.618 9,138
0.500 9,080
0.382 9,022
LOW 8,835
0.618 8,532
1.000 8,345
1.618 8,042
2.618 7,552
4.250 6,753
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 9,190 9,084
PP 9,135 8,923
S1 9,080 8,763

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

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