NIKKEI 225 Index Future (Globex) June 2010

Trading Metrics calculated at close of trading on 21-Apr-2010

Day Change Summary
	Previous	Current
	20-Apr-2010	21-Apr-2010	Change	Change %	Previous Week
Open	10,990	11,105	115	1.0%	11,330
High	11,035	11,125	90	0.8%	11,390
Low	10,925	10,990	65	0.6%	10,865
Close	11,025	11,050	25	0.2%	10,940
Range	110	135	25	22.7%	525
ATR	148	147	-1	-0.6%	0
Volume	16,602	10,908	-5,694	-34.3%	36,111

Daily Pivots for day following 21-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,460	11,390	11,124
R3	11,325	11,255	11,087
R2	11,190	11,190	11,075
R1	11,120	11,120	11,063	11,088
PP	11,055	11,055	11,055	11,039
S1	10,985	10,985	11,038	10,953
S2	10,920	10,920	11,025
S3	10,785	10,850	11,013
S4	10,650	10,715	10,976

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,640	12,315	11,229
R3	12,115	11,790	11,085
R2	11,590	11,590	11,036
R1	11,265	11,265	10,988	11,165
PP	11,065	11,065	11,065	11,015
S1	10,740	10,740	10,892	10,640
S2	10,540	10,540	10,844
S3	10,015	10,215	10,796
S4	9,490	9,690	10,651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,350	10,815	535	4.8%	184	1.7%	44%	False	False	12,967
10	11,390	10,815	575	5.2%	150	1.4%	41%	False	False	10,240
20	11,450	10,730	720	6.5%	136	1.2%	44%	False	False	8,804
40	11,450	10,000	1,450	13.1%	117	1.1%	72%	False	False	7,331

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	32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,699
2.618	11,479
1.618	11,344
1.000	11,260
0.618	11,209
HIGH	11,125
0.618	11,074
0.500	11,058
0.382	11,042
LOW	10,990
0.618	10,907
1.000	10,855
1.618	10,772
2.618	10,637
4.250	10,416

Fisher Pivots for day following 21-Apr-2010
Pivot	1 day	3 day
R1	11,058	11,023
PP	11,055	10,997
S1	11,053	10,970

Download as Excel Spreadsheet

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

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