NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	9,910	9,990	80	0.8%	10,035
High	9,910	9,990	80	0.8%	10,035
Low	9,910	9,990	80	0.8%	9,810
Close	9,990	9,850	-140	-1.4%	9,990
Range
ATR	21	19	-1	-7.1%	0
Volume	1	1	0	0.0%	5

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,943	9,897	9,850
R3	9,943	9,897	9,850
R2	9,943	9,943	9,850
R1	9,897	9,897	9,850	9,920
PP	9,943	9,943	9,943	9,955
S1	9,897	9,897	9,850	9,920
S2	9,943	9,943	9,850
S3	9,943	9,897	9,850
S4	9,943	9,897	9,850

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,620	10,530	10,114
R3	10,395	10,305	10,052
R2	10,170	10,170	10,031
R1	10,080	10,080	10,011	10,013
PP	9,945	9,945	9,945	9,911
S1	9,855	9,855	9,970	9,788
S2	9,720	9,720	9,949
S3	9,495	9,630	9,928
S4	9,270	9,405	9,866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,990	9,810	180	1.8%	0	0.0%	22%	True	False	1
10	10,045	9,810	235	2.4%	0	0.0%	17%	False	False	3
20	10,045	9,270	775	7.9%	1	0.0%	75%	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	9,990
2.618	9,990
1.618	9,990
1.000	9,990
0.618	9,990
HIGH	9,990
0.618	9,990
0.500	9,990
0.382	9,990
LOW	9,990
0.618	9,990
1.000	9,990
1.618	9,990
2.618	9,990
4.250	9,990

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	9,990	9,950
PP	9,943	9,917
S1	9,897	9,883

Download as Excel Spreadsheet

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

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