NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	8,735	9,135	400	4.6%	9,950
High	9,035	9,135	100	1.1%	9,950
Low	8,635	8,745	110	1.3%	9,100
Close	9,095	8,785	-310	-3.4%	9,310
Range	400	390	-10	-2.5%	850
ATR	125	144	19	15.2%	0
Volume	27	26	-1	-3.7%	30

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,058	9,812	9,000
R3	9,668	9,422	8,892
R2	9,278	9,278	8,857
R1	9,032	9,032	8,821	8,960
PP	8,888	8,888	8,888	8,853
S1	8,642	8,642	8,749	8,570
S2	8,498	8,498	8,714
S3	8,108	8,252	8,678
S4	7,718	7,862	8,571

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	12.2%	340	3.9%	14%	False	False	14
10	9,950	8,635	1,315	15.0%	176	2.0%	11%	False	False	13
20	10,120	8,635	1,485	16.9%	88	1.0%	10%	False	False	14

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	True
Stretch	20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,793
2.618	10,156
1.618	9,766
1.000	9,525
0.618	9,376
HIGH	9,135
0.618	8,986
0.500	8,940
0.382	8,894
LOW	8,745
0.618	8,504
1.000	8,355
1.618	8,114
2.618	7,724
4.250	7,088

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	8,940	8,915
PP	8,888	8,872
S1	8,837	8,828

Download as Excel Spreadsheet

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

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