NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 15-May-2012

Day Change Summary
	Previous	Current
	14-May-2012	15-May-2012	Change	Change %	Previous Week
Open	8,925	8,925	0	0.0%	9,170
High	8,925	8,925	0	0.0%	9,170
Low	8,890	8,885	-5	-0.1%	9,040
Close	8,885	8,870	-15	-0.2%	8,985
Range	35	40	5	14.3%	130
ATR	26	27	1	3.8%	0
Volume	2	2	0	0.0%	6

Daily Pivots for day following 15-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,013	8,982	8,892
R3	8,973	8,942	8,881
R2	8,933	8,933	8,877
R1	8,902	8,902	8,874	8,898
PP	8,893	8,893	8,893	8,891
S1	8,862	8,862	8,866	8,858
S2	8,853	8,853	8,863
S3	8,813	8,822	8,859
S4	8,773	8,782	8,848

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,455	9,350	9,057
R3	9,325	9,220	9,021
R2	9,195	9,195	9,009
R1	9,090	9,090	8,997	9,078
PP	9,065	9,065	9,065	9,059
S1	8,960	8,960	8,973	8,948
S2	8,935	8,935	8,961
S3	8,805	8,830	8,949
S4	8,675	8,700	8,914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,120	8,885	235	2.6%	35	0.4%	-6%	False	True	1
10	9,405	8,885	520	5.9%	18	0.2%	-3%	False	True	1
20	9,635	8,885	750	8.5%	13	0.1%	-2%	False	True	1

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	2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,095
2.618	9,030
1.618	8,990
1.000	8,965
0.618	8,950
HIGH	8,925
0.618	8,910
0.500	8,905
0.382	8,900
LOW	8,885
0.618	8,860
1.000	8,845
1.618	8,820
2.618	8,780
4.250	8,715

Fisher Pivots for day following 15-May-2012
Pivot	1 day	3 day
R1	8,905	8,985
PP	8,893	8,947
S1	8,882	8,908

Download as Excel Spreadsheet

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

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