NIKKEI 225 Index Future (Globex) September 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	9,735	9,880	145	1.5%	9,840
High	9,845	10,050	205	2.1%	9,915
Low	9,665	9,880	215	2.2%	9,480
Close	9,875	9,980	105	1.1%	9,710
Range	180	170	-10	-5.6%	435
ATR	146	148	2	1.4%	0
Volume	226	458	232	102.7%	112

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,480	10,400	10,074
R3	10,310	10,230	10,027
R2	10,140	10,140	10,011
R1	10,060	10,060	9,996	10,100
PP	9,970	9,970	9,970	9,990
S1	9,890	9,890	9,965	9,930
S2	9,800	9,800	9,949
S3	9,630	9,720	9,933
S4	9,460	9,550	9,887

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,007	10,793	9,949
R3	10,572	10,358	9,830
R2	10,137	10,137	9,790
R1	9,923	9,923	9,750	9,813
PP	9,702	9,702	9,702	9,646
S1	9,488	9,488	9,670	9,378
S2	9,267	9,267	9,630
S3	8,832	9,053	9,591
S4	8,397	8,618	9,471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,050	9,665	385	3.9%	178	1.8%	82%	True	False	154
10	10,100	9,480	620	6.2%	141	1.4%	81%	False	False	82
20	10,680	9,480	1,200	12.0%	109	1.1%	42%	False	False	42
40	11,365	9,480	1,885	18.9%	57	0.6%	27%	False	False	26

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	17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,773
2.618	10,495
1.618	10,325
1.000	10,220
0.618	10,155
HIGH	10,050
0.618	9,985
0.500	9,965
0.382	9,945
LOW	9,880
0.618	9,775
1.000	9,710
1.618	9,605
2.618	9,435
4.250	9,158

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	9,975	9,939
PP	9,970	9,898
S1	9,965	9,858

Download as Excel Spreadsheet

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

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