NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 25-May-2011

Day Change Summary
	Previous	Current
	24-May-2011	25-May-2011	Change	Change %	Previous Week
Open	9,500	9,580	80	0.8%	9,615
High	9,515	9,580	65	0.7%	9,690
Low	9,500	9,535	35	0.4%	9,565
Close	9,515	9,515	0	0.0%	9,570
Range	15	45	30	200.0%	125
ATR	70	69	0	-0.5%	0
Volume	43	7	-36	-83.7%	148

Daily Pivots for day following 25-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,678	9,642	9,540
R3	9,633	9,597	9,528
R2	9,588	9,588	9,523
R1	9,552	9,552	9,519	9,548
PP	9,543	9,543	9,543	9,541
S1	9,507	9,507	9,511	9,503
S2	9,498	9,498	9,507
S3	9,453	9,462	9,503
S4	9,408	9,417	9,490

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	9,500	190	2.0%	23	0.2%	8%	False	False	20
10	9,750	9,500	250	2.6%	35	0.4%	6%	False	False	22
20	10,020	9,500	520	5.5%	33	0.3%	3%	False	False	15
40	10,020	9,465	555	5.8%	17	0.2%	9%	False	False	8

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

Fibonacci Retracements and Extensions
4.250	9,771
2.618	9,698
1.618	9,653
1.000	9,625
0.618	9,608
HIGH	9,580
0.618	9,563
0.500	9,558
0.382	9,552
LOW	9,535
0.618	9,507
1.000	9,490
1.618	9,462
2.618	9,417
4.250	9,344

Fisher Pivots for day following 25-May-2011
Pivot	1 day	3 day
R1	9,558	9,540
PP	9,543	9,532
S1	9,529	9,523

Download as Excel Spreadsheet

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

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