NIKKEI 225 Index Future (Globex) June 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	10,435	10,485	50	0.5%	10,220
High	10,435	10,485	50	0.5%	10,485
Low	10,435	10,485	50	0.5%	10,220
Close	10,485	10,615	130	1.2%	10,615
Range
ATR	13	12	-1	-7.1%	0
Volume	17	17	0	0.0%	339

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,528	10,572	10,615
R3	10,528	10,572	10,615
R2	10,528	10,528	10,615
R1	10,572	10,572	10,615	10,550
PP	10,528	10,528	10,528	10,518
S1	10,572	10,572	10,615	10,550
S2	10,528	10,528	10,615
S3	10,528	10,572	10,615
S4	10,528	10,572	10,615

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,235	11,190	10,761
R3	10,970	10,925	10,688
R2	10,705	10,705	10,664
R1	10,660	10,660	10,639	10,683
PP	10,440	10,440	10,440	10,451
S1	10,395	10,395	10,591	10,418
S2	10,175	10,175	10,567
S3	9,910	10,130	10,542
S4	9,645	9,865	10,469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,485	10,220	265	2.5%	0	0.0%	149%	True	False	67
10	10,485	10,220	265	2.5%	9	0.1%	149%	True	False	34
20	10,600	10,220	380	3.6%	4	0.0%	104%	False	False	18

Crabel Price Patterns
NR	False
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	1

Fibonacci Retracements and Extensions
4.250	10,485
2.618	10,485
1.618	10,485
1.000	10,485
0.618	10,485
HIGH	10,485
0.618	10,485
0.500	10,485
0.382	10,485
LOW	10,485
0.618	10,485
1.000	10,485
1.618	10,485
2.618	10,485
4.250	10,485

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	10,572	10,543
PP	10,528	10,470
S1	10,485	10,398

Download as Excel Spreadsheet

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

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