NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 13-May-2011

Day Change Summary
	Previous	Current
	12-May-2011	13-May-2011	Change	Change %	Previous Week
Open	9,710	9,725	15	0.2%	9,840
High	9,750	9,725	-25	-0.3%	9,910
Low	9,710	9,640	-70	-0.7%	9,640
Close	9,805	9,620	-185	-1.9%	9,620
Range	40	85	45	112.5%	270
ATR	72	79	7	9.2%	0
Volume	2	9	7	350.0%	41

Daily Pivots for day following 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,917	9,853	9,667
R3	9,832	9,768	9,644
R2	9,747	9,747	9,636
R1	9,683	9,683	9,628	9,673
PP	9,662	9,662	9,662	9,656
S1	9,598	9,598	9,612	9,588
S2	9,577	9,577	9,605
S3	9,492	9,513	9,597
S4	9,407	9,428	9,573

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,533	10,347	9,769
R3	10,263	10,077	9,694
R2	9,993	9,993	9,670
R1	9,807	9,807	9,645	9,765
PP	9,723	9,723	9,723	9,703
S1	9,537	9,537	9,595	9,495
S2	9,453	9,453	9,571
S3	9,183	9,267	9,546
S4	8,913	8,997	9,472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,910	9,640	270	2.8%	25	0.3%	-7%	False	True	8
10	10,020	9,640	380	4.0%	20	0.2%	-5%	False	True	8
20	10,020	9,465	555	5.8%	22	0.2%	28%	False	False	5
40	10,020	8,925	1,095	11.4%	19	0.2%	63%	False	False	4

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 10 trading days

Fibonacci Retracements and Extensions
4.250	10,086
2.618	9,948
1.618	9,863
1.000	9,810
0.618	9,778
HIGH	9,725
0.618	9,693
0.500	9,683
0.382	9,673
LOW	9,640
0.618	9,588
1.000	9,555
1.618	9,503
2.618	9,418
4.250	9,279

Fisher Pivots for day following 13-May-2011
Pivot	1 day	3 day
R1	9,683	9,718
PP	9,662	9,685
S1	9,641	9,653

Download as Excel Spreadsheet

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

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