NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 28-Apr-2011

Day Change Summary
	Previous	Current
	27-Apr-2011	28-Apr-2011	Change	Change %	Previous Week
Open	9,695	9,825	130	1.3%	9,465
High	9,695	9,945	250	2.6%	9,720
Low	9,695	9,825	130	1.3%	9,465
Close	9,765	9,965	200	2.0%	9,695
Range	0	120	120		255
ATR	54	63	9	16.5%	0
Volume	1	1	0	0.0%	4

Daily Pivots for day following 28-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,272	10,238	10,031
R3	10,152	10,118	9,998
R2	10,032	10,032	9,987
R1	9,998	9,998	9,976	10,015
PP	9,912	9,912	9,912	9,920
S1	9,878	9,878	9,954	9,895
S2	9,792	9,792	9,943
S3	9,672	9,758	9,932
S4	9,552	9,638	9,899

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	9,945	9,695	250	2.5%	24	0.2%	108%	True	False	1
10	9,945	9,465	480	4.8%	12	0.1%	104%	True	False	1
20	9,945	9,465	480	4.8%	6	0.1%	104%	True	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	10,455
2.618	10,259
1.618	10,139
1.000	10,065
0.618	10,019
HIGH	9,945
0.618	9,899
0.500	9,885
0.382	9,871
LOW	9,825
0.618	9,751
1.000	9,705
1.618	9,631
2.618	9,511
4.250	9,315

Fisher Pivots for day following 28-Apr-2011
Pivot	1 day	3 day
R1	9,938	9,917
PP	9,912	9,868
S1	9,885	9,820

Download as Excel Spreadsheet

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

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