NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	9,845	9,875	30	0.3%	9,585
High	9,845	9,875	30	0.3%	9,875
Low	9,845	9,875	30	0.3%	9,585
Close	9,875	9,975	100	1.0%	9,975
Range
ATR
Volume	6	6	0	0.0%	30

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,908	9,942	9,975
R3	9,908	9,942	9,975
R2	9,908	9,908	9,975
R1	9,942	9,942	9,975	9,925
PP	9,908	9,908	9,908	9,900
S1	9,942	9,942	9,975	9,925
S2	9,908	9,908	9,975
S3	9,908	9,942	9,975
S4	9,908	9,942	9,975

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,682	10,618	10,135
R3	10,392	10,328	10,055
R2	10,102	10,102	10,028
R1	10,038	10,038	10,002	10,070
PP	9,812	9,812	9,812	9,828
S1	9,748	9,748	9,949	9,780
S2	9,522	9,522	9,922
S3	9,232	9,458	9,895
S4	8,942	9,168	9,816

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,875	9,585	290	2.9%	0	0.0%	134%	True	False	6
10	9,875	9,270	605	6.1%	2	0.0%	117%	True	False	5

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	0

Fibonacci Retracements and Extensions
4.250	9,875
2.618	9,875
1.618	9,875
1.000	9,875
0.618	9,875
HIGH	9,875
0.618	9,875
0.500	9,875
0.382	9,875
LOW	9,875
0.618	9,875
1.000	9,875
1.618	9,875
2.618	9,875
4.250	9,875

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	9,942	9,923
PP	9,908	9,870
S1	9,875	9,818

Download as Excel Spreadsheet

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

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