NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	8,630	8,565	-65	-0.8%	8,650
High	8,680	8,575	-105	-1.2%	8,745
Low	8,555	8,505	-50	-0.6%	8,500
Close	8,665	8,505	-160	-1.8%	8,580
Range	125	70	-55	-44.0%	245
ATR	51	58	8	15.4%	0
Volume	56	92	36	64.3%	23

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,738	8,692	8,544
R3	8,668	8,622	8,524
R2	8,598	8,598	8,518
R1	8,552	8,552	8,512	8,540
PP	8,528	8,528	8,528	8,523
S1	8,482	8,482	8,499	8,470
S2	8,458	8,458	8,492
S3	8,388	8,412	8,486
S4	8,318	8,342	8,467

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	8,680	8,500	180	2.1%	78	0.9%	3%	False	False	33
10	8,870	8,500	370	4.4%	49	0.6%	1%	False	False	22
20	9,405	8,500	905	10.6%	33	0.4%	1%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,873
2.618	8,758
1.618	8,688
1.000	8,645
0.618	8,618
HIGH	8,575
0.618	8,548
0.500	8,540
0.382	8,532
LOW	8,505
0.618	8,462
1.000	8,435
1.618	8,392
2.618	8,322
4.250	8,208

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	8,540	8,593
PP	8,528	8,563
S1	8,517	8,534

Download as Excel Spreadsheet

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

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