NIKKEI 225 Index Future (Globex) December 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	8,910	8,940	30	0.3%	9,125
High	8,910	9,095	185	2.1%	9,125
Low	8,865	8,940	75	0.8%	8,790
Close	8,845	9,085	240	2.7%	9,085
Range	45	155	110	244.4%	335
ATR	67	80	13	19.5%	0
Volume	13	28	15	115.4%	93

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	9,505	9,450	9,170
R3	9,350	9,295	9,128
R2	9,195	9,195	9,114
R1	9,140	9,140	9,099	9,168
PP	9,040	9,040	9,040	9,054
S1	8,985	8,985	9,071	9,013
S2	8,885	8,885	9,057
S3	8,730	8,830	9,043
S4	8,575	8,675	9,000

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,005	9,880	9,269
R3	9,670	9,545	9,177
R2	9,335	9,335	9,147
R1	9,210	9,210	9,116	9,105
PP	9,000	9,000	9,000	8,948
S1	8,875	8,875	9,054	8,770
S2	8,665	8,665	9,024
S3	8,330	8,540	8,993
S4	7,995	8,205	8,901

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,125	8,790	335	3.7%	93	1.0%	88%	False	False	18
10	9,340	8,790	550	6.1%	62	0.7%	54%	False	False	11
20	9,740	8,790	950	10.5%	44	0.5%	31%	False	False	7

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	3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,754
2.618	9,501
1.618	9,346
1.000	9,250
0.618	9,191
HIGH	9,095
0.618	9,036
0.500	9,018
0.382	8,999
LOW	8,940
0.618	8,844
1.000	8,785
1.618	8,689
2.618	8,534
4.250	8,281

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	9,063	9,038
PP	9,040	8,990
S1	9,018	8,943

Download as Excel Spreadsheet

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

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