NIKKEI 225 Index Future (Globex) September 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	9,910	9,795	-115	-1.2%	10,010
High	9,910	9,795	-115	-1.2%	10,020
Low	9,910	9,795	-115	-1.2%	9,750
Close	9,940	9,820	-120	-1.2%	9,830
Range
ATR	63	69	6	9.2%	0
Volume	27	1	-26	-96.3%	42

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,803	9,812	9,820
R3	9,803	9,812	9,820
R2	9,803	9,803	9,820
R1	9,812	9,812	9,820	9,808
PP	9,803	9,803	9,803	9,801
S1	9,812	9,812	9,820	9,808
S2	9,803	9,803	9,820
S3	9,803	9,812	9,820
S4	9,803	9,812	9,820

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,677	10,523	9,979
R3	10,407	10,253	9,904
R2	10,137	10,137	9,880
R1	9,983	9,983	9,855	9,925
PP	9,867	9,867	9,867	9,838
S1	9,713	9,713	9,805	9,655
S2	9,597	9,597	9,781
S3	9,327	9,443	9,756
S4	9,057	9,173	9,682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,910	9,750	160	1.6%	12	0.1%	44%	False	False	9
10	10,020	9,750	270	2.7%	31	0.3%	26%	False	False	9
20	10,020	9,465	555	5.7%	16	0.2%	64%	False	False	5

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

Fibonacci Retracements and Extensions
4.250	9,795
2.618	9,795
1.618	9,795
1.000	9,795
0.618	9,795
HIGH	9,795
0.618	9,795
0.500	9,795
0.382	9,795
LOW	9,795
0.618	9,795
1.000	9,795
1.618	9,795
2.618	9,795
4.250	9,795

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	9,812	9,853
PP	9,803	9,842
S1	9,795	9,831

Download as Excel Spreadsheet

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

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