In the last two decades, pyramid micro and nano-indentation tests such as Vickers (tetragonal base), Berkovich (trigonal base), and Knoop (rhomboid base) have been used on pressure sensitive materials, including hard metals, glasses and ceramics, and were found to give valuable mechanical and other physical information which may be otherwise difficult to obtain. Such indentation experiments are attractive because they require only a small flat area of specimen and are relatively easy to perform on materials of high stiffness and brittleness. More important, at least in principle, a wide load range can be used, so that many mechanical properties can be inferred by recording continuously the force-depth response at loading and unloading. However, the numerous reports that exist on this topic lack detailed and rigid analysis, with current analytical methods relying heavily on simplifications and speculations about the stress fields and deformation patterns. The indentation force-depth relation, the imprint morphology (e.g., sinking-in, cracking, etc.) and the microscopic observation of the regions around and beneath the imprint are the main direct experimental results from indentation tests. To explore the mechanical information included in the experimental observations of pyramid indentations, we performed a parametric analysis of Vickers and Berkovich indentations using the finite element method. The pressure sensitivity of the materials was modeled according to the classic Drucker-Prager plastic potential. The detailed analysis of the numerical results enabled us to explain much of the phenomenology of standard pyramid indentation tests on metals and ceramics.