NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	9,120	8,735	-385	-4.2%	9,950
High	9,195	9,035	-160	-1.7%	9,950
Low	8,695	8,635	-60	-0.7%	9,100
Close	8,720	9,095	375	4.3%	9,310
Range	500	400	-100	-20.0%	850
ATR	103	125	21	20.5%	0
Volume	9	27	18	200.0%	30

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,122	10,008	9,315
R3	9,722	9,608	9,205
R2	9,322	9,322	9,168
R1	9,208	9,208	9,132	9,265
PP	8,922	8,922	8,922	8,950
S1	8,808	8,808	9,058	8,865
S2	8,522	8,522	9,022
S3	8,122	8,408	8,985
S4	7,722	8,008	8,875

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,003	11,507	9,778
R3	11,153	10,657	9,544
R2	10,303	10,303	9,466
R1	9,807	9,807	9,388	9,630
PP	9,453	9,453	9,453	9,365
S1	8,957	8,957	9,232	8,780
S2	8,603	8,603	9,154
S3	7,753	8,107	9,076
S4	6,903	7,257	8,843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,705	8,635	1,070	11.8%	265	2.9%	43%	False	True	10
10	10,050	8,635	1,415	15.6%	137	1.5%	33%	False	True	13
20	10,120	8,635	1,485	16.3%	68	0.8%	31%	False	True	13

Crabel Price Patterns
NR	True
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	20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,735
2.618	10,082
1.618	9,682
1.000	9,435
0.618	9,282
HIGH	9,035
0.618	8,882
0.500	8,835
0.382	8,788
LOW	8,635
0.618	8,388
1.000	8,235
1.618	7,988
2.618	7,588
4.250	6,935

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	9,008	9,047
PP	8,922	8,998
S1	8,835	8,950

Download as Excel Spreadsheet

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

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