NIKKEI 225 Index Future (Globex) June 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	10,720	10,785	65	0.6%	10,745
High	10,815	10,850	35	0.3%	10,855
Low	10,710	10,730	20	0.2%	10,665
Close	10,810	10,850	40	0.4%	10,750
Range	105	120	15	14.3%	190
ATR	121	121	0	-0.1%	0
Volume	7,966	8,661	695	8.7%	39,088

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,170	11,130	10,916
R3	11,050	11,010	10,883
R2	10,930	10,930	10,872
R1	10,890	10,890	10,861	10,910
PP	10,810	10,810	10,810	10,820
S1	10,770	10,770	10,839	10,790
S2	10,690	10,690	10,828
S3	10,570	10,650	10,817
S4	10,450	10,530	10,784

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	10,850	10,605	245	2.3%	118	1.1%	100%	True	False	7,883
10	10,855	10,605	250	2.3%	105	1.0%	98%	False	False	8,429
20	10,855	10,000	855	7.9%	104	1.0%	99%	False	False	6,292

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	18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,360
2.618	11,164
1.618	11,044
1.000	10,970
0.618	10,924
HIGH	10,850
0.618	10,804
0.500	10,790
0.382	10,776
LOW	10,730
0.618	10,656
1.000	10,610
1.618	10,536
2.618	10,416
4.250	10,220

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	10,830	10,809
PP	10,810	10,768
S1	10,790	10,728

Download as Excel Spreadsheet

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

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