NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	9,620	9,700	80	0.8%	10,120
High	9,620	9,705	85	0.9%	10,120
Low	9,605	9,460	-145	-1.5%	9,915
Close	9,635	9,265	-370	-3.8%	9,800
Range	15	245	230	1,533.3%	205
ATR	42	56	15	34.8%	0
Volume	4	4	0	0.0%	118

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,212	9,983	9,400
R3	9,967	9,738	9,333
R2	9,722	9,722	9,310
R1	9,493	9,493	9,288	9,485
PP	9,477	9,477	9,477	9,473
S1	9,248	9,248	9,243	9,240
S2	9,232	9,232	9,220
S3	8,987	9,003	9,198
S4	8,742	8,758	9,130

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,560	10,385	9,913
R3	10,355	10,180	9,857
R2	10,150	10,150	9,838
R1	9,975	9,975	9,819	9,960
PP	9,945	9,945	9,945	9,938
S1	9,770	9,770	9,781	9,755
S2	9,740	9,740	9,763
S3	9,535	9,565	9,744
S4	9,330	9,360	9,687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,950	9,460	490	5.3%	58	0.6%	-40%	False	True	6
10	10,120	9,460	660	7.1%	30	0.3%	-30%	False	True	16
20	10,120	9,460	660	7.1%	15	0.2%	-30%	False	True	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	10,746
2.618	10,347
1.618	10,102
1.000	9,950
0.618	9,857
HIGH	9,705
0.618	9,612
0.500	9,583
0.382	9,554
LOW	9,460
0.618	9,309
1.000	9,215
1.618	9,064
2.618	8,819
4.250	8,419

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	9,583	9,705
PP	9,477	9,558
S1	9,371	9,412

Download as Excel Spreadsheet

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

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