NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	8,595	8,580	-15	-0.2%	8,770
High	8,675	8,755	80	0.9%	8,855
Low	8,455	8,565	110	1.3%	8,460
Close	8,585	8,740	155	1.8%	8,510
Range	220	190	-30	-13.6%	395
ATR	169	170	2	0.9%	0
Volume	10,939	9,371	-1,568	-14.3%	60,318

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,257	9,188	8,845
R3	9,067	8,998	8,792
R2	8,877	8,877	8,775
R1	8,808	8,808	8,758	8,843
PP	8,687	8,687	8,687	8,704
S1	8,618	8,618	8,723	8,653
S2	8,497	8,497	8,705
S3	8,307	8,428	8,688
S4	8,117	8,238	8,636

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,793	9,547	8,727
R3	9,398	9,152	8,619
R2	9,003	9,003	8,583
R1	8,757	8,757	8,546	8,683
PP	8,608	8,608	8,608	8,571
S1	8,362	8,362	8,474	8,288
S2	8,213	8,213	8,438
S3	7,818	7,967	8,402
S4	7,423	7,572	8,293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,760	8,390	370	4.2%	201	2.3%	95%	False	False	10,348
10	9,045	8,390	655	7.5%	186	2.1%	53%	False	False	10,445
20	9,045	8,390	655	7.5%	153	1.7%	53%	False	False	5,288
40	10,120	8,390	1,730	19.8%	141	1.6%	20%	False	False	2,672
60	10,120	8,390	1,730	19.8%	94	1.1%	20%	False	False	1,783

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	37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,563
2.618	9,253
1.618	9,063
1.000	8,945
0.618	8,873
HIGH	8,755
0.618	8,683
0.500	8,660
0.382	8,638
LOW	8,565
0.618	8,448
1.000	8,375
1.618	8,258
2.618	8,068
4.250	7,758

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	8,713	8,695
PP	8,687	8,650
S1	8,660	8,605

Download as Excel Spreadsheet

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

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