NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	10,140	10,150	10	0.1%	10,205
High	10,200	10,165	-35	-0.3%	10,230
Low	10,115	10,105	-10	-0.1%	9,890
Close	10,155	10,125	-30	-0.3%	10,155
Range	85	60	-25	-29.4%	340
ATR	0	190	190		0
Volume	8,099	8,338	239	3.0%	43,811

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,312	10,278	10,158
R3	10,252	10,218	10,142
R2	10,192	10,192	10,136
R1	10,158	10,158	10,131	10,145
PP	10,132	10,132	10,132	10,125
S1	10,098	10,098	10,120	10,085
S2	10,072	10,072	10,114
S3	10,012	10,038	10,109
S4	9,952	9,978	10,092

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	11,112	10,973	10,342
R3	10,772	10,633	10,249
R2	10,432	10,432	10,217
R1	10,293	10,293	10,186	10,193
PP	10,092	10,092	10,092	10,041
S1	9,953	9,953	10,124	9,853
S2	9,752	9,752	10,093
S3	9,412	9,613	10,062
S4	9,072	9,273	9,968

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,200	9,890	310	3.1%	134	1.3%	76%	False	False	10,204
10	10,300	9,540	760	7.5%	137	1.4%	77%	False	False	5,411

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	17
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	10,420
2.618	10,322
1.618	10,262
1.000	10,225
0.618	10,202
HIGH	10,165
0.618	10,142
0.500	10,135
0.382	10,128
LOW	10,105
0.618	10,068
1.000	10,045
1.618	10,008
2.618	9,948
4.250	9,850

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	10,135	10,098
PP	10,132	10,072
S1	10,128	10,045

Download as Excel Spreadsheet

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

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