NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	9,935	10,045	110	1.1%	10,035
High	9,935	10,045	110	1.1%	10,035
Low	9,935	10,045	110	1.1%	9,810
Close	10,045	10,090	45	0.4%	9,990
Range
ATR	25	24	-2	-7.1%	0
Volume	25	25	0	0.0%	5

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,060	10,075	10,090
R3	10,060	10,075	10,090
R2	10,060	10,060	10,090
R1	10,075	10,075	10,090	10,068
PP	10,060	10,060	10,060	10,056
S1	10,075	10,075	10,090	10,068
S2	10,060	10,060	10,090
S3	10,060	10,075	10,090
S4	10,060	10,075	10,090

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	10,045	9,910	135	1.3%	0	0.0%	133%	True	False	10
10	10,045	9,810	235	2.3%	0	0.0%	119%	True	False	6
20	10,045	9,555	490	4.9%	0	0.0%	109%	True	False	6

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	10,045
2.618	10,045
1.618	10,045
1.000	10,045
0.618	10,045
HIGH	10,045
0.618	10,045
0.500	10,045
0.382	10,045
LOW	10,045
0.618	10,045
1.000	10,045
1.618	10,045
2.618	10,045
4.250	10,045

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	10,075	10,057
PP	10,060	10,023
S1	10,045	9,990

Download as Excel Spreadsheet

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

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