NIKKEI 225 Index Future (Globex) December 2011

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

Day Change Summary
	Previous	Current
	16-Sep-2011	19-Sep-2011	Change	Change %	Previous Week
Open	8,735	8,800	65	0.7%	8,500
High	8,855	8,800	-55	-0.6%	8,855
Low	8,730	8,625	-105	-1.2%	8,390
Close	8,825	8,700	-125	-1.4%	8,825
Range	125	175	50	40.0%	465
ATR	167	169	2	1.4%	0
Volume	7,173	6,172	-1,001	-14.0%	47,124

Daily Pivots for day following 19-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,233	9,142	8,796
R3	9,058	8,967	8,748
R2	8,883	8,883	8,732
R1	8,792	8,792	8,716	8,750
PP	8,708	8,708	8,708	8,688
S1	8,617	8,617	8,684	8,575
S2	8,533	8,533	8,668
S3	8,358	8,442	8,652
S4	8,183	8,267	8,604

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,085	9,920	9,081
R3	9,620	9,455	8,953
R2	9,155	9,155	8,910
R1	8,990	8,990	8,868	9,073
PP	8,690	8,690	8,690	8,731
S1	8,525	8,525	8,783	8,608
S2	8,225	8,225	8,740
S3	7,760	8,060	8,697
S4	7,295	7,595	8,569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,855	8,455	400	4.6%	171	2.0%	61%	False	False	8,899
10	8,855	8,390	465	5.3%	188	2.2%	67%	False	False	11,361
20	9,045	8,390	655	7.5%	157	1.8%	47%	False	False	5,955
40	10,120	8,390	1,730	19.9%	148	1.7%	18%	False	False	3,004
60	10,120	8,390	1,730	19.9%	99	1.1%	18%	False	False	2,005

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	33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,544
2.618	9,258
1.618	9,083
1.000	8,975
0.618	8,908
HIGH	8,800
0.618	8,733
0.500	8,713
0.382	8,692
LOW	8,625
0.618	8,517
1.000	8,450
1.618	8,342
2.618	8,167
4.250	7,881

Fisher Pivots for day following 19-Sep-2011
Pivot	1 day	3 day
R1	8,713	8,710
PP	8,708	8,707
S1	8,704	8,703

Download as Excel Spreadsheet

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

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