NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	9,025	8,765	-260	-2.9%	9,040
High	9,050	8,800	-250	-2.8%	9,165
Low	8,680	8,600	-80	-0.9%	8,600
Close	8,770	8,635	-135	-1.5%	8,635
Range	370	200	-170	-45.9%	565
ATR	256	252	-4	-1.6%	0
Volume	17,672	12,976	-4,696	-26.6%	52,107

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,278	9,157	8,745
R3	9,078	8,957	8,690
R2	8,878	8,878	8,672
R1	8,757	8,757	8,653	8,718
PP	8,678	8,678	8,678	8,659
S1	8,557	8,557	8,617	8,518
S2	8,478	8,478	8,598
S3	8,278	8,357	8,580
S4	8,078	8,157	8,525

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,495	10,130	8,946
R3	9,930	9,565	8,791
R2	9,365	9,365	8,739
R1	9,000	9,000	8,687	8,900
PP	8,800	8,800	8,800	8,750
S1	8,435	8,435	8,583	8,335
S2	8,235	8,235	8,532
S3	7,670	7,870	8,480
S4	7,105	7,305	8,324

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,165	8,600	565	6.5%	200	2.3%	6%	False	True	10,421
10	9,260	8,600	660	7.6%	316	3.7%	5%	False	True	18,669
20	10,155	8,600	1,555	18.0%	265	3.1%	2%	False	True	15,875
40	10,255	8,600	1,655	19.2%	215	2.5%	2%	False	True	12,608
60	10,255	8,600	1,655	19.2%	192	2.2%	2%	False	True	10,486
80	10,255	8,600	1,655	19.2%	152	1.8%	2%	False	True	7,868
100	10,255	8,600	1,655	19.2%	122	1.4%	2%	False	True	6,295

Crabel Price Patterns
NR	True
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	48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,650
2.618	9,324
1.618	9,124
1.000	9,000
0.618	8,924
HIGH	8,800
0.618	8,724
0.500	8,700
0.382	8,677
LOW	8,600
0.618	8,477
1.000	8,400
1.618	8,277
2.618	8,077
4.250	7,750

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	8,700	8,875
PP	8,678	8,795
S1	8,657	8,715

Download as Excel Spreadsheet

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

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