NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	9,810	9,910	100	1.0%	9,975
High	9,810	9,910	100	1.0%	10,045
Low	9,810	9,910	100	1.0%	9,975
Close	9,925	9,915	-10	-0.1%	10,045
Range
ATR	22	22	-1	-2.4%	0
Volume	1	1	0	0.0%	24

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,912	9,913	9,915
R3	9,912	9,913	9,915
R2	9,912	9,912	9,915
R1	9,913	9,913	9,915	9,913
PP	9,912	9,912	9,912	9,911
S1	9,913	9,913	9,915	9,913
S2	9,912	9,912	9,915
S3	9,912	9,913	9,915
S4	9,912	9,913	9,915

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	10,035	9,810	225	2.3%	0	0.0%	47%	False	False	2
10	10,045	9,810	235	2.4%	0	0.0%	45%	False	False	4
20	10,045	9,270	775	7.8%	2	0.0%	83%	False	False	4

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	9,910
2.618	9,910
1.618	9,910
1.000	9,910
0.618	9,910
HIGH	9,910
0.618	9,910
0.500	9,910
0.382	9,910
LOW	9,910
0.618	9,910
1.000	9,910
1.618	9,910
2.618	9,910
4.250	9,910

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	9,913	9,897
PP	9,912	9,878
S1	9,910	9,860

Download as Excel Spreadsheet

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

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