NIKKEI 225 Index Future (Globex) March 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	10,450	10,515	65	0.6%	10,230
High	10,535	10,645	110	1.0%	10,645
Low	10,425	10,515	90	0.9%	10,170
Close	10,510	10,640	130	1.2%	10,640
Range	110	130	20	18.2%	475
ATR	138	138	0	-0.2%	0
Volume	8,928	11,688	2,760	30.9%	45,089

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,990	10,945	10,712
R3	10,860	10,815	10,676
R2	10,730	10,730	10,664
R1	10,685	10,685	10,652	10,708
PP	10,600	10,600	10,600	10,611
S1	10,555	10,555	10,628	10,578
S2	10,470	10,470	10,616
S3	10,340	10,425	10,604
S4	10,210	10,295	10,569

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,910	11,750	10,901
R3	11,435	11,275	10,771
R2	10,960	10,960	10,727
R1	10,800	10,800	10,684	10,880
PP	10,485	10,485	10,485	10,525
S1	10,325	10,325	10,597	10,405
S2	10,010	10,010	10,553
S3	9,535	9,850	10,510
S4	9,060	9,375	10,379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,645	10,170	475	4.5%	138	1.3%	99%	True	False	9,017
10	10,645	10,170	475	4.5%	142	1.3%	99%	True	False	9,579
20	10,665	10,170	495	4.7%	141	1.3%	95%	False	False	9,396
40	10,665	10,150	515	4.8%	130	1.2%	95%	False	False	7,680
60	10,665	9,735	930	8.7%	109	1.0%	97%	False	False	5,885

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	19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,198
2.618	10,985
1.618	10,855
1.000	10,775
0.618	10,725
HIGH	10,645
0.618	10,595
0.500	10,580
0.382	10,565
LOW	10,515
0.618	10,435
1.000	10,385
1.618	10,305
2.618	10,175
4.250	9,963

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	10,620	10,589
PP	10,600	10,538
S1	10,580	10,488

Download as Excel Spreadsheet

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

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