NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 11-May-2011

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	9,805	9,910	105	1.1%	9,925
High	9,930	9,935	5	0.1%	10,055
Low	9,770	9,725	-45	-0.5%	9,690
Close	9,910	9,790	-120	-1.2%	9,800
Range	160	210	50	31.3%	365
ATR	172	175	3	1.6%	0
Volume	6,685	9,753	3,068	45.9%	43,896

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,447	10,328	9,906
R3	10,237	10,118	9,848
R2	10,027	10,027	9,829
R1	9,908	9,908	9,809	9,863
PP	9,817	9,817	9,817	9,794
S1	9,698	9,698	9,771	9,653
S2	9,607	9,607	9,752
S3	9,397	9,488	9,732
S4	9,187	9,278	9,675

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,943	10,737	10,001
R3	10,578	10,372	9,901
R2	10,213	10,213	9,867
R1	10,007	10,007	9,834	9,928
PP	9,848	9,848	9,848	9,809
S1	9,642	9,642	9,767	9,563
S2	9,483	9,483	9,733
S3	9,118	9,277	9,700
S4	8,753	8,912	9,599

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,935	9,690	245	2.5%	171	1.7%	41%	True	False	8,876
10	10,055	9,690	365	3.7%	155	1.6%	27%	False	False	7,772
20	10,055	9,375	680	6.9%	154	1.6%	61%	False	False	7,842
40	10,055	8,200	1,855	18.9%	217	2.2%	86%	False	False	11,420
60	10,855	8,200	2,655	27.1%	216	2.2%	60%	False	False	10,988
80	10,855	8,200	2,655	27.1%	164	1.7%	60%	False	False	8,246
100	10,855	8,200	2,655	27.1%	131	1.3%	60%	False	False	6,597

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	22
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	10,828
2.618	10,485
1.618	10,275
1.000	10,145
0.618	10,065
HIGH	9,935
0.618	9,855
0.500	9,830
0.382	9,805
LOW	9,725
0.618	9,595
1.000	9,515
1.618	9,385
2.618	9,175
4.250	8,833

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	9,830	9,830
PP	9,817	9,817
S1	9,803	9,803

Download as Excel Spreadsheet

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

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