NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	9,690	9,630	-60	-0.6%	9,615
High	9,690	9,630	-60	-0.6%	9,690
Low	9,690	9,630	-60	-0.6%	9,565
Close	9,660	9,570	-90	-0.9%	9,570
Range
ATR	73	70	-3	-4.2%	0
Volume	37	1	-36	-97.3%	148

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,610	9,590	9,570
R3	9,610	9,590	9,570
R2	9,610	9,610	9,570
R1	9,590	9,590	9,570	9,600
PP	9,610	9,610	9,610	9,615
S1	9,590	9,590	9,570	9,600
S2	9,610	9,610	9,570
S3	9,610	9,590	9,570
S4	9,610	9,590	9,570

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,983	9,902	9,639
R3	9,858	9,777	9,605
R2	9,733	9,733	9,593
R1	9,652	9,652	9,582	9,630
PP	9,608	9,608	9,608	9,598
S1	9,527	9,527	9,559	9,505
S2	9,483	9,483	9,547
S3	9,358	9,402	9,536
S4	9,233	9,277	9,501

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,690	9,565	125	1.3%	22	0.2%	4%	False	False	29
10	9,910	9,565	345	3.6%	24	0.2%	1%	False	False	18
20	10,020	9,565	455	4.8%	27	0.3%	1%	False	False	12
40	10,020	9,400	620	6.5%	14	0.1%	27%	False	False	7

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	1

Fibonacci Retracements and Extensions
4.250	9,630
2.618	9,630
1.618	9,630
1.000	9,630
0.618	9,630
HIGH	9,630
0.618	9,630
0.500	9,630
0.382	9,630
LOW	9,630
0.618	9,630
1.000	9,630
1.618	9,630
2.618	9,630
4.250	9,630

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	9,630	9,633
PP	9,610	9,612
S1	9,590	9,591

Download as Excel Spreadsheet

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

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