NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	10,865	10,885	20	0.2%	10,715
High	10,910	10,955	45	0.4%	10,910
Low	10,795	10,835	40	0.4%	10,705
Close	10,885	10,900	15	0.1%	10,885
Range	115	120	5	4.3%	205
ATR	153	150	-2	-1.5%	0
Volume	5,451	6,018	567	10.4%	36,533

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,257	11,198	10,966
R3	11,137	11,078	10,933
R2	11,017	11,017	10,922
R1	10,958	10,958	10,911	10,988
PP	10,897	10,897	10,897	10,911
S1	10,838	10,838	10,889	10,868
S2	10,777	10,777	10,878
S3	10,657	10,718	10,867
S4	10,537	10,598	10,834

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,448	11,372	10,998
R3	11,243	11,167	10,942
R2	11,038	11,038	10,923
R1	10,962	10,962	10,904	11,000
PP	10,833	10,833	10,833	10,853
S1	10,757	10,757	10,866	10,795
S2	10,628	10,628	10,848
S3	10,423	10,552	10,829
S4	10,218	10,347	10,772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,955	10,720	235	2.2%	120	1.1%	77%	True	False	8,272
10	10,955	10,560	395	3.6%	115	1.1%	86%	True	False	5,210
20	10,955	10,095	860	7.9%	108	1.0%	94%	True	False	5,459

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,465
2.618	11,269
1.618	11,149
1.000	11,075
0.618	11,029
HIGH	10,955
0.618	10,909
0.500	10,895
0.382	10,881
LOW	10,835
0.618	10,761
1.000	10,715
1.618	10,641
2.618	10,521
4.250	10,325

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	10,898	10,879
PP	10,897	10,858
S1	10,895	10,838

Download as Excel Spreadsheet

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

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