NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	8,545	8,595	50	0.6%	8,770
High	8,615	8,675	60	0.7%	8,855
Low	8,470	8,455	-15	-0.2%	8,460
Close	8,610	8,585	-25	-0.3%	8,510
Range	145	220	75	51.7%	395
ATR	165	169	4	2.4%	0
Volume	10,840	10,939	99	0.9%	60,318

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,232	9,128	8,706
R3	9,012	8,908	8,646
R2	8,792	8,792	8,625
R1	8,688	8,688	8,605	8,630
PP	8,572	8,572	8,572	8,543
S1	8,468	8,468	8,565	8,410
S2	8,352	8,352	8,545
S3	8,132	8,248	8,525
S4	7,912	8,028	8,464

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,793	9,547	8,727
R3	9,398	9,152	8,619
R2	9,003	9,003	8,583
R1	8,757	8,757	8,546	8,683
PP	8,608	8,608	8,608	8,571
S1	8,362	8,362	8,474	8,288
S2	8,213	8,213	8,438
S3	7,818	7,967	8,402
S4	7,423	7,572	8,293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,855	8,390	465	5.4%	193	2.2%	42%	False	False	11,148
10	9,045	8,390	655	7.6%	181	2.1%	30%	False	False	9,603
20	9,110	8,390	720	8.4%	151	1.8%	27%	False	False	4,820
40	10,120	8,390	1,730	20.2%	136	1.6%	11%	False	False	2,438
60	10,120	8,390	1,730	20.2%	91	1.1%	11%	False	False	1,627

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,610
2.618	9,251
1.618	9,031
1.000	8,895
0.618	8,811
HIGH	8,675
0.618	8,591
0.500	8,565
0.382	8,539
LOW	8,455
0.618	8,319
1.000	8,235
1.618	8,099
2.618	7,879
4.250	7,520

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	8,578	8,568
PP	8,572	8,550
S1	8,565	8,533

Download as Excel Spreadsheet

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

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