NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 27-Apr-2011

Day Change Summary
	Previous	Current
	26-Apr-2011	27-Apr-2011	Change	Change %	Previous Week
Open	9,700	9,695	-5	-0.1%	9,465
High	9,700	9,695	-5	-0.1%	9,720
Low	9,700	9,695	-5	-0.1%	9,465
Close	9,665	9,765	100	1.0%	9,695
Range
ATR	56	54	-2	-3.3%	0
Volume	1	1	0	0.0%	4

Daily Pivots for day following 27-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,718	9,742	9,765
R3	9,718	9,742	9,765
R2	9,718	9,718	9,765
R1	9,742	9,742	9,765	9,730
PP	9,718	9,718	9,718	9,713
S1	9,742	9,742	9,765	9,730
S2	9,718	9,718	9,765
S3	9,718	9,742	9,765
S4	9,718	9,742	9,765

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,392	10,298	9,835
R3	10,137	10,043	9,765
R2	9,882	9,882	9,742
R1	9,788	9,788	9,719	9,835
PP	9,627	9,627	9,627	9,650
S1	9,533	9,533	9,672	9,580
S2	9,372	9,372	9,648
S3	9,117	9,278	9,625
S4	8,862	9,023	9,555

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,720	9,545	175	1.8%	0	0.0%	126%	False	False	1
10	9,720	9,465	255	2.6%	0	0.0%	118%	False	False	1
20	9,855	9,465	390	4.0%	0	0.0%	77%	False	False	1

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0

Fibonacci Retracements and Extensions
4.250	9,695
2.618	9,695
1.618	9,695
1.000	9,695
0.618	9,695
HIGH	9,695
0.618	9,695
0.500	9,695
0.382	9,695
LOW	9,695
0.618	9,695
1.000	9,695
1.618	9,695
2.618	9,695
4.250	9,695

Fisher Pivots for day following 27-Apr-2011
Pivot	1 day	3 day
R1	9,742	9,743
PP	9,718	9,720
S1	9,695	9,698

Download as Excel Spreadsheet

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

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