NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	8,600	8,630	30	0.3%	8,650
High	8,600	8,680	80	0.9%	8,745
Low	8,565	8,555	-10	-0.1%	8,500
Close	8,580	8,665	85	1.0%	8,580
Range	35	125	90	257.1%	245
ATR	45	51	6	12.7%	0
Volume	3	56	53	1,766.7%	23

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,008	8,962	8,734
R3	8,883	8,837	8,700
R2	8,758	8,758	8,688
R1	8,712	8,712	8,677	8,735
PP	8,633	8,633	8,633	8,645
S1	8,587	8,587	8,654	8,610
S2	8,508	8,508	8,642
S3	8,383	8,462	8,631
S4	8,258	8,337	8,596

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,343	9,207	8,715
R3	9,098	8,962	8,648
R2	8,853	8,853	8,625
R1	8,717	8,717	8,603	8,663
PP	8,608	8,608	8,608	8,581
S1	8,472	8,472	8,558	8,418
S2	8,363	8,363	8,535
S3	8,118	8,227	8,513
S4	7,873	7,982	8,445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,745	8,500	245	2.8%	69	0.8%	67%	False	False	15
10	8,925	8,500	425	4.9%	46	0.5%	39%	False	False	13
20	9,490	8,500	990	11.4%	30	0.3%	17%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,211
2.618	9,007
1.618	8,882
1.000	8,805
0.618	8,757
HIGH	8,680
0.618	8,632
0.500	8,618
0.382	8,603
LOW	8,555
0.618	8,478
1.000	8,430
1.618	8,353
2.618	8,228
4.250	8,024

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	8,649	8,649
PP	8,633	8,633
S1	8,618	8,618

Download as Excel Spreadsheet

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

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