NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	8,600	8,680	80	0.9%	8,935
High	8,700	8,795	95	1.1%	9,110
Low	8,600	8,680	80	0.9%	8,600
Close	8,640	8,810	170	2.0%	8,605
Range	100	115	15	15.0%	510
ATR	156	156	0	0.0%	0
Volume	24	10	-14	-58.3%	42

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,107	9,073	8,873
R3	8,992	8,958	8,842
R2	8,877	8,877	8,831
R1	8,843	8,843	8,821	8,860
PP	8,762	8,762	8,762	8,770
S1	8,728	8,728	8,800	8,745
S2	8,647	8,647	8,789
S3	8,532	8,613	8,779
S4	8,417	8,498	8,747

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	5.8%	114	1.3%	41%	False	False	9
10	9,135	8,600	535	6.1%	163	1.8%	39%	False	False	92
20	10,050	8,600	1,450	16.5%	150	1.7%	14%	False	False	53
40	10,120	8,600	1,520	17.3%	75	0.8%	14%	False	False	31

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	6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,284
2.618	9,096
1.618	8,981
1.000	8,910
0.618	8,866
HIGH	8,795
0.618	8,751
0.500	8,738
0.382	8,724
LOW	8,680
0.618	8,609
1.000	8,565
1.618	8,494
2.618	8,379
4.250	8,191

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	8,786	8,773
PP	8,762	8,735
S1	8,738	8,698

Download as Excel Spreadsheet

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

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