NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	10,400	10,220	-180	-1.7%	10,300
High	10,405	10,220	-185	-1.8%	10,435
Low	10,320	10,220	-100	-1.0%	10,300
Close	10,215	10,235	20	0.2%	10,215
Range	85	0	-85	-100.0%	135
ATR	16	15	-1	-4.9%	0
Volume	2	236	234	11,700.0%	10

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,225	10,230	10,235
R3	10,225	10,230	10,235
R2	10,225	10,225	10,235
R1	10,230	10,230	10,235	10,228
PP	10,225	10,225	10,225	10,224
S1	10,230	10,230	10,235	10,228
S2	10,225	10,225	10,235
S3	10,225	10,230	10,235
S4	10,225	10,230	10,235

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,722	10,603	10,289
R3	10,587	10,468	10,252
R2	10,452	10,452	10,240
R1	10,333	10,333	10,228	10,325
PP	10,317	10,317	10,317	10,313
S1	10,198	10,198	10,203	10,190
S2	10,182	10,182	10,190
S3	10,047	10,063	10,178
S4	9,912	9,928	10,141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,435	10,220	215	2.1%	17	0.2%	7%	False	True	48
10	10,585	10,220	365	3.6%	9	0.1%	4%	False	True	25
20	10,600	10,210	390	3.8%	4	0.0%	6%	False	False	13

Crabel Price Patterns
NR	True
NR4	False
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	True
Bull Hook	False
Stretch	1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,220
2.618	10,220
1.618	10,220
1.000	10,220
0.618	10,220
HIGH	10,220
0.618	10,220
0.500	10,220
0.382	10,220
LOW	10,220
0.618	10,220
1.000	10,220
1.618	10,220
2.618	10,220
4.250	10,220

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	10,230	10,328
PP	10,225	10,297
S1	10,220	10,266

Download as Excel Spreadsheet

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

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