NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	8,395	8,435	40	0.5%	8,800
High	8,495	8,510	15	0.2%	8,800
Low	8,280	8,280	0	0.0%	8,280
Close	8,455	8,480	25	0.3%	8,455
Range	215	230	15	7.0%	520
ATR	178	182	4	2.1%	0
Volume	10,503	9,032	-1,471	-14.0%	44,487

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,113	9,027	8,607
R3	8,883	8,797	8,543
R2	8,653	8,653	8,522
R1	8,567	8,567	8,501	8,610
PP	8,423	8,423	8,423	8,445
S1	8,337	8,337	8,459	8,380
S2	8,193	8,193	8,438
S3	7,963	8,107	8,417
S4	7,733	7,877	8,354

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,072	9,783	8,741
R3	9,552	9,263	8,598
R2	9,032	9,032	8,550
R1	8,743	8,743	8,503	8,628
PP	8,512	8,512	8,512	8,454
S1	8,223	8,223	8,407	8,108
S2	7,992	7,992	8,360
S3	7,472	7,703	8,312
S4	6,952	7,183	8,169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,745	8,280	465	5.5%	206	2.4%	43%	False	True	9,469
10	8,855	8,280	575	6.8%	189	2.2%	35%	False	True	9,184
20	9,045	8,280	765	9.0%	178	2.1%	26%	False	True	8,312
40	9,950	8,280	1,670	19.7%	173	2.0%	12%	False	True	4,185
60	10,120	8,280	1,840	21.7%	116	1.4%	11%	False	True	2,794

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	48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,488
2.618	9,112
1.618	8,882
1.000	8,740
0.618	8,652
HIGH	8,510
0.618	8,422
0.500	8,395
0.382	8,368
LOW	8,280
0.618	8,138
1.000	8,050
1.618	7,908
2.618	7,678
4.250	7,303

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	8,452	8,463
PP	8,423	8,447
S1	8,395	8,430

Download as Excel Spreadsheet

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

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