NIKKEI 225 Index Future (Globex) March 2011

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	10,405	10,390	-15	-0.1%	10,205
High	10,410	10,410	0	0.0%	10,365
Low	10,320	10,310	-10	-0.1%	10,140
Close	10,375	10,375	0	0.0%	10,255
Range	90	100	10	11.1%	225
ATR	103	102	0	-0.2%	0
Volume	5,427	7,010	1,583	29.2%	65,031

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,665	10,620	10,430
R3	10,565	10,520	10,403
R2	10,465	10,465	10,393
R1	10,420	10,420	10,384	10,393
PP	10,365	10,365	10,365	10,351
S1	10,320	10,320	10,366	10,293
S2	10,265	10,265	10,357
S3	10,165	10,220	10,348
S4	10,065	10,120	10,320

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,928	10,817	10,379
R3	10,703	10,592	10,317
R2	10,478	10,478	10,296
R1	10,367	10,367	10,276	10,423
PP	10,253	10,253	10,253	10,281
S1	10,142	10,142	10,235	10,198
S2	10,028	10,028	10,214
S3	9,803	9,917	10,193
S4	9,578	9,692	10,131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,410	10,235	175	1.7%	112	1.1%	80%	True	False	6,703
10	10,410	10,140	270	2.6%	109	1.0%	87%	True	False	9,207
20	10,410	9,905	505	4.9%	95	0.9%	93%	True	False	4,634

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,835
2.618	10,672
1.618	10,572
1.000	10,510
0.618	10,472
HIGH	10,410
0.618	10,372
0.500	10,360
0.382	10,348
LOW	10,310
0.618	10,248
1.000	10,210
1.618	10,148
2.618	10,048
4.250	9,885

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	10,370	10,368
PP	10,365	10,362
S1	10,360	10,355

Download as Excel Spreadsheet

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

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