NIKKEI 225 Index Future (Globex) June 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	8,680	8,565	-115	-1.3%	8,950
High	8,720	8,715	-5	-0.1%	9,035
Low	8,545	8,535	-10	-0.1%	8,545
Close	8,555	8,700	145	1.7%	8,555
Range	175	180	5	2.9%	490
ATR	157	158	2	1.1%	0
Volume	5,382	4,538	-844	-15.7%	27,563

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,190	9,125	8,799
R3	9,010	8,945	8,750
R2	8,830	8,830	8,733
R1	8,765	8,765	8,717	8,798
PP	8,650	8,650	8,650	8,666
S1	8,585	8,585	8,684	8,618
S2	8,470	8,470	8,667
S3	8,290	8,405	8,651
S4	8,110	8,225	8,601

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,182	9,858	8,825
R3	9,692	9,368	8,690
R2	9,202	9,202	8,645
R1	8,878	8,878	8,600	8,795
PP	8,712	8,712	8,712	8,670
S1	8,388	8,388	8,510	8,305
S2	8,222	8,222	8,465
S3	7,732	7,898	8,420
S4	7,242	7,408	8,286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,965	8,535	430	4.9%	172	2.0%	38%	False	True	5,291
10	9,220	8,535	685	7.9%	164	1.9%	24%	False	True	5,903
20	9,715	8,535	1,180	13.6%	152	1.8%	14%	False	True	4,820
40	10,230	8,535	1,695	19.5%	157	1.8%	10%	False	True	4,730
60	10,230	8,535	1,695	19.5%	148	1.7%	10%	False	True	5,149

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	37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,480
2.618	9,186
1.618	9,006
1.000	8,895
0.618	8,826
HIGH	8,715
0.618	8,646
0.500	8,625
0.382	8,604
LOW	8,535
0.618	8,424
1.000	8,355
1.618	8,244
2.618	8,064
4.250	7,770

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	8,675	8,708
PP	8,650	8,705
S1	8,625	8,703

Download as Excel Spreadsheet

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

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