NIKKEI 225 Index Future (Globex) March 2011

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	10,235	9,995	-240	-2.3%	9,770
High	10,235	9,995	-240	-2.3%	10,190
Low	10,050	9,995	-55	-0.5%	9,735
Close	10,140	9,910	-230	-2.3%	10,135
Range	185	0	-185	-100.0%	455
ATR	46	53	7	15.5%	0
Volume	3	111	108	3,600.0%	27

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	9,967	9,938	9,910
R3	9,967	9,938	9,910
R2	9,967	9,967	9,910
R1	9,938	9,938	9,910	9,953
PP	9,967	9,967	9,967	9,974
S1	9,938	9,938	9,910	9,953
S2	9,967	9,967	9,910
S3	9,967	9,938	9,910
S4	9,967	9,938	9,910

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,385	11,215	10,385
R3	10,930	10,760	10,260
R2	10,475	10,475	10,219
R1	10,305	10,305	10,177	10,390
PP	10,020	10,020	10,020	10,063
S1	9,850	9,850	10,093	9,935
S2	9,565	9,565	10,052
S3	9,110	9,395	10,010
S4	8,655	8,940	9,885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,235	9,735	500	5.0%	59	0.6%	35%	False	False	26
10	10,235	9,735	500	5.0%	30	0.3%	35%	False	False	15
20	10,235	9,175	1,060	10.7%	15	0.1%	69%	False	False	8

Crabel Price Patterns
NR	True
NR4	True
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	0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,995
2.618	9,995
1.618	9,995
1.000	9,995
0.618	9,995
HIGH	9,995
0.618	9,995
0.500	9,995
0.382	9,995
LOW	9,995
0.618	9,995
1.000	9,995
1.618	9,995
2.618	9,995
4.250	9,995

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	9,995	10,115
PP	9,967	10,047
S1	9,938	9,978

Download as Excel Spreadsheet

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

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