NIKKEI 225 Index Future (Globex) June 2010

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

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	10,805	10,700	-105	-1.0%	10,745
High	10,815	10,735	-80	-0.7%	10,855
Low	10,690	10,605	-85	-0.8%	10,665
Close	10,750	10,720	-30	-0.3%	10,750
Range	125	130	5	4.0%	190
ATR	121	122	2	1.4%	0
Volume	6,744	8,954	2,210	32.8%	39,088

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,077	11,028	10,792
R3	10,947	10,898	10,756
R2	10,817	10,817	10,744
R1	10,768	10,768	10,732	10,793
PP	10,687	10,687	10,687	10,699
S1	10,638	10,638	10,708	10,663
S2	10,557	10,557	10,696
S3	10,427	10,508	10,684
S4	10,297	10,378	10,649

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,327	11,228	10,855
R3	11,137	11,038	10,802
R2	10,947	10,947	10,785
R1	10,848	10,848	10,768	10,898
PP	10,757	10,757	10,757	10,781
S1	10,658	10,658	10,733	10,708
S2	10,567	10,567	10,715
S3	10,377	10,468	10,698
S4	10,187	10,278	10,646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,855	10,605	250	2.3%	99	0.9%	46%	False	True	7,080
10	10,855	10,480	375	3.5%	116	1.1%	64%	False	False	10,642

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,288
2.618	11,075
1.618	10,945
1.000	10,865
0.618	10,815
HIGH	10,735
0.618	10,685
0.500	10,670
0.382	10,655
LOW	10,605
0.618	10,525
1.000	10,475
1.618	10,395
2.618	10,265
4.250	10,053

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	10,703	10,718
PP	10,687	10,715
S1	10,670	10,713

Download as Excel Spreadsheet

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

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