NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	10,695	10,655	-40	-0.4%	10,875
High	10,885	10,660	-225	-2.1%	10,930
Low	10,590	10,370	-220	-2.1%	10,370
Close	10,635	10,380	-255	-2.4%	10,380
Range	295	290	-5	-1.7%	560
ATR	177	185	8	4.6%	0
Volume	9,858	14,814	4,956	50.3%	42,656

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,340	11,150	10,540
R3	11,050	10,860	10,460
R2	10,760	10,760	10,433
R1	10,570	10,570	10,407	10,520
PP	10,470	10,470	10,470	10,445
S1	10,280	10,280	10,354	10,230
S2	10,180	10,180	10,327
S3	9,890	9,990	10,300
S4	9,600	9,700	10,221

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,240	11,870	10,688
R3	11,680	11,310	10,534
R2	11,120	11,120	10,483
R1	10,750	10,750	10,431	10,655
PP	10,560	10,560	10,560	10,513
S1	10,190	10,190	10,329	10,095
S2	10,000	10,000	10,277
S3	9,440	9,630	10,226
S4	8,880	9,070	10,072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,995	10,370	625	6.0%	252	2.4%	2%	False	True	9,874
10	10,995	10,370	625	6.0%	192	1.8%	2%	False	True	8,790
20	10,995	10,370	625	6.0%	152	1.5%	2%	False	True	6,854

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	False
Bull Hook	False
Stretch	39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,893
2.618	11,419
1.618	11,129
1.000	10,950
0.618	10,839
HIGH	10,660
0.618	10,549
0.500	10,515
0.382	10,481
LOW	10,370
0.618	10,191
1.000	10,080
1.618	9,901
2.618	9,611
4.250	9,138

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	10,515	10,633
PP	10,470	10,548
S1	10,425	10,464

Download as Excel Spreadsheet

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

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