NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 12-May-2011

Day Change Summary
	Previous	Current
	11-May-2011	12-May-2011	Change	Change %	Previous Week
Open	9,795	9,710	-85	-0.9%	10,010
High	9,795	9,750	-45	-0.5%	10,020
Low	9,795	9,710	-85	-0.9%	9,750
Close	9,820	9,805	-15	-0.2%	9,830
Range	0	40	40		270
ATR	69	72	3	4.2%	0
Volume	1	2	1	100.0%	42

Daily Pivots for day following 12-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,875	9,880	9,827
R3	9,835	9,840	9,816
R2	9,795	9,795	9,812
R1	9,800	9,800	9,809	9,798
PP	9,755	9,755	9,755	9,754
S1	9,760	9,760	9,801	9,758
S2	9,715	9,715	9,798
S3	9,675	9,720	9,794
S4	9,635	9,680	9,783

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	9,710	200	2.0%	8	0.1%	48%	False	True	9
10	10,020	9,710	310	3.2%	23	0.2%	31%	False	True	9
20	10,020	9,465	555	5.7%	18	0.2%	61%	False	False	5
40	10,020	8,745	1,275	13.0%	22	0.2%	83%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	9,920
2.618	9,855
1.618	9,815
1.000	9,790
0.618	9,775
HIGH	9,750
0.618	9,735
0.500	9,730
0.382	9,725
LOW	9,710
0.618	9,685
1.000	9,670
1.618	9,645
2.618	9,605
4.250	9,540

Fisher Pivots for day following 12-May-2011
Pivot	1 day	3 day
R1	9,780	9,810
PP	9,755	9,808
S1	9,730	9,807

Download as Excel Spreadsheet

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

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