NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	8,885	8,890	5	0.1%	8,600
High	8,925	9,025	100	1.1%	8,800
Low	8,855	8,890	35	0.4%	8,600
Close	8,865	8,985	120	1.4%	8,765
Range	70	135	65	92.9%	200
ATR	150	150	1	0.5%	0
Volume	110	953	843	766.4%	200

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,372	9,313	9,059
R3	9,237	9,178	9,022
R2	9,102	9,102	9,010
R1	9,043	9,043	8,998	9,073
PP	8,967	8,967	8,967	8,981
S1	8,908	8,908	8,973	8,938
S2	8,832	8,832	8,960
S3	8,697	8,773	8,948
S4	8,562	8,638	8,911

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,322	9,243	8,875
R3	9,122	9,043	8,820
R2	8,922	8,922	8,802
R1	8,843	8,843	8,783	8,883
PP	8,722	8,722	8,722	8,741
S1	8,643	8,643	8,747	8,683
S2	8,522	8,522	8,728
S3	8,322	8,443	8,710
S4	8,122	8,243	8,655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,025	8,605	420	4.7%	124	1.4%	90%	True	False	253
10	9,025	8,600	425	4.7%	120	1.3%	91%	True	False	131
20	9,705	8,600	1,105	12.3%	185	2.1%	35%	False	False	112
40	10,120	8,600	1,520	16.9%	94	1.0%	25%	False	False	62

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	11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,599
2.618	9,379
1.618	9,244
1.000	9,160
0.618	9,109
HIGH	9,025
0.618	8,974
0.500	8,958
0.382	8,942
LOW	8,890
0.618	8,807
1.000	8,755
1.618	8,672
2.618	8,537
4.250	8,316

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	8,976	8,955
PP	8,967	8,925
S1	8,958	8,895

Download as Excel Spreadsheet

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

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