NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	8,765	8,745	-20	-0.2%	8,935
High	8,765	8,745	-20	-0.2%	9,110
Low	8,700	8,600	-100	-1.1%	8,600
Close	8,740	8,605	-135	-1.5%	8,605
Range	65	145	80	123.1%	510
ATR	161	160	-1	-0.7%	0
Volume	3	6	3	100.0%	42

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,085	8,990	8,685
R3	8,940	8,845	8,645
R2	8,795	8,795	8,632
R1	8,700	8,700	8,618	8,675
PP	8,650	8,650	8,650	8,638
S1	8,555	8,555	8,592	8,530
S2	8,505	8,505	8,579
S3	8,360	8,410	8,565
S4	8,215	8,265	8,525

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,302	9,963	8,886
R3	9,792	9,453	8,745
R2	9,282	9,282	8,699
R1	8,943	8,943	8,652	8,858
PP	8,772	8,772	8,772	8,729
S1	8,433	8,433	8,558	8,348
S2	8,262	8,262	8,512
S3	7,752	7,923	8,465
S4	7,242	7,413	8,325

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,110	8,600	510	5.9%	118	1.4%	1%	False	True	8
10	9,195	8,600	595	6.9%	231	2.7%	1%	False	True	93
20	10,120	8,600	1,520	17.7%	139	1.6%	0%	False	True	53
40	10,120	8,600	1,520	17.7%	70	0.8%	0%	False	True	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,361
2.618	9,125
1.618	8,980
1.000	8,890
0.618	8,835
HIGH	8,745
0.618	8,690
0.500	8,673
0.382	8,656
LOW	8,600
0.618	8,511
1.000	8,455
1.618	8,366
2.618	8,221
4.250	7,984

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	8,673	8,855
PP	8,650	8,772
S1	8,628	8,688

Download as Excel Spreadsheet

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

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