NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	10,035	9,905	-130	-1.3%	9,975
High	10,035	9,905	-130	-1.3%	10,045
Low	10,035	9,905	-130	-1.3%	9,975
Close	9,905	9,810	-95	-1.0%	10,045
Range
ATR	26	24	-2	-7.1%	0
Volume	1	1	0	0.0%	24

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,873	9,842	9,810
R3	9,873	9,842	9,810
R2	9,873	9,873	9,810
R1	9,842	9,842	9,810	9,858
PP	9,873	9,873	9,873	9,881
S1	9,842	9,842	9,810	9,858
S2	9,873	9,873	9,810
S3	9,873	9,842	9,810
S4	9,873	9,842	9,810

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,232	10,208	10,084
R3	10,162	10,138	10,064
R2	10,092	10,092	10,058
R1	10,068	10,068	10,052	10,080
PP	10,022	10,022	10,022	10,028
S1	9,998	9,998	10,039	10,010
S2	9,952	9,952	10,032
S3	9,882	9,928	10,026
S4	9,812	9,858	10,007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,045	9,905	140	1.4%	0	0.0%	-68%	False	True	4
10	10,045	9,655	390	4.0%	0	0.0%	40%	False	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	9,905
2.618	9,905
1.618	9,905
1.000	9,905
0.618	9,905
HIGH	9,905
0.618	9,905
0.500	9,905
0.382	9,905
LOW	9,905
0.618	9,905
1.000	9,905
1.618	9,905
2.618	9,905
4.250	9,905

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	9,905	9,970
PP	9,873	9,917
S1	9,842	9,863

Download as Excel Spreadsheet

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

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