NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	10,960	10,875	-85	-0.8%	10,885
High	10,995	10,930	-65	-0.6%	10,995
Low	10,810	10,740	-70	-0.6%	10,725
Close	10,870	10,900	30	0.3%	10,870
Range	185	190	5	2.7%	270
ATR	154	157	3	1.6%	0
Volume	6,716	9,644	2,928	43.6%	39,799

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,427	11,353	11,005
R3	11,237	11,163	10,952
R2	11,047	11,047	10,935
R1	10,973	10,973	10,918	11,010
PP	10,857	10,857	10,857	10,875
S1	10,783	10,783	10,883	10,820
S2	10,667	10,667	10,865
S3	10,477	10,593	10,848
S4	10,287	10,403	10,796

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,673	11,542	11,019
R3	11,403	11,272	10,944
R2	11,133	11,133	10,920
R1	11,002	11,002	10,895	10,933
PP	10,863	10,863	10,863	10,829
S1	10,732	10,732	10,845	10,663
S2	10,593	10,593	10,821
S3	10,323	10,462	10,796
S4	10,053	10,192	10,722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,995	10,725	270	2.5%	159	1.5%	65%	False	False	8,685
10	10,995	10,720	275	2.5%	140	1.3%	65%	False	False	8,478
20	10,995	10,130	865	7.9%	126	1.2%	89%	False	False	6,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,738
2.618	11,428
1.618	11,238
1.000	11,120
0.618	11,048
HIGH	10,930
0.618	10,858
0.500	10,835
0.382	10,813
LOW	10,740
0.618	10,623
1.000	10,550
1.618	10,433
2.618	10,243
4.250	9,933

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	10,878	10,889
PP	10,857	10,878
S1	10,835	10,868

Download as Excel Spreadsheet

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

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