NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 17-May-2011

Day Change Summary
	Previous	Current
	16-May-2011	17-May-2011	Change	Change %	Previous Week
Open	9,550	9,510	-40	-0.4%	9,830
High	9,630	9,625	-5	-0.1%	9,935
Low	9,520	9,510	-10	-0.1%	9,560
Close	9,530	9,610	80	0.8%	9,590
Range	110	115	5	4.5%	375
ATR	174	170	-4	-2.4%	0
Volume	6,845	8,954	2,109	30.8%	40,946

Daily Pivots for day following 17-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,927	9,883	9,673
R3	9,812	9,768	9,642
R2	9,697	9,697	9,631
R1	9,653	9,653	9,621	9,675
PP	9,582	9,582	9,582	9,593
S1	9,538	9,538	9,600	9,560
S2	9,467	9,467	9,589
S3	9,352	9,423	9,579
S4	9,237	9,308	9,547

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,820	10,580	9,796
R3	10,445	10,205	9,693
R2	10,070	10,070	9,659
R1	9,830	9,830	9,625	9,763
PP	9,695	9,695	9,695	9,661
S1	9,455	9,455	9,556	9,388
S2	9,320	9,320	9,521
S3	8,945	9,080	9,487
S4	8,570	8,705	9,384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,935	9,510	425	4.4%	169	1.8%	24%	False	True	9,068
10	9,955	9,510	445	4.6%	164	1.7%	22%	False	True	8,866
20	10,055	9,410	645	6.7%	152	1.6%	31%	False	False	7,936
40	10,055	9,330	725	7.5%	172	1.8%	39%	False	False	9,043
60	10,760	8,200	2,560	26.6%	227	2.4%	55%	False	False	11,580
80	10,855	8,200	2,655	27.6%	172	1.8%	53%	False	False	8,691
100	10,855	8,200	2,655	27.6%	137	1.4%	53%	False	False	6,953

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,114
2.618	9,926
1.618	9,811
1.000	9,740
0.618	9,696
HIGH	9,625
0.618	9,581
0.500	9,568
0.382	9,554
LOW	9,510
0.618	9,439
1.000	9,395
1.618	9,324
2.618	9,209
4.250	9,021

Fisher Pivots for day following 17-May-2011
Pivot	1 day	3 day
R1	9,596	9,648
PP	9,582	9,635
S1	9,568	9,623

Download as Excel Spreadsheet

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

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