NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 21-Sep-2011

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	8,670	8,670	0	0.0%	8,500
High	8,745	8,715	-30	-0.3%	8,855
Low	8,635	8,540	-95	-1.1%	8,390
Close	8,645	8,540	-105	-1.2%	8,825
Range	110	175	65	59.1%	465
ATR	165	166	1	0.4%	0
Volume	6,250	8,595	2,345	37.5%	47,124

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,123	9,007	8,636
R3	8,948	8,832	8,588
R2	8,773	8,773	8,572
R1	8,657	8,657	8,556	8,628
PP	8,598	8,598	8,598	8,584
S1	8,482	8,482	8,524	8,453
S2	8,423	8,423	8,508
S3	8,248	8,307	8,492
S4	8,073	8,132	8,444

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	8,540	315	3.7%	155	1.8%	0%	False	True	7,512
10	8,855	8,390	465	5.4%	174	2.0%	32%	False	False	9,330
20	9,045	8,390	655	7.7%	161	1.9%	23%	False	False	6,696
40	10,050	8,390	1,660	19.4%	155	1.8%	9%	False	False	3,374
60	10,120	8,390	1,730	20.3%	104	1.2%	9%	False	False	2,252

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	34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,459
2.618	9,173
1.618	8,998
1.000	8,890
0.618	8,823
HIGH	8,715
0.618	8,648
0.500	8,628
0.382	8,607
LOW	8,540
0.618	8,432
1.000	8,365
1.618	8,257
2.618	8,082
4.250	7,796

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	8,628	8,670
PP	8,598	8,627
S1	8,569	8,583

Download as Excel Spreadsheet

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

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