NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	8,425	8,545	120	1.4%	8,625
High	8,565	8,740	175	2.0%	8,740
Low	8,370	8,515	145	1.7%	8,330
Close	8,535	8,690	155	1.8%	8,690
Range	195	225	30	15.4%	410
ATR	143	149	6	4.1%	0
Volume	5,590	5,027	-563	-10.1%	26,716

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,323	9,232	8,814
R3	9,098	9,007	8,752
R2	8,873	8,873	8,731
R1	8,782	8,782	8,711	8,828
PP	8,648	8,648	8,648	8,671
S1	8,557	8,557	8,670	8,603
S2	8,423	8,423	8,649
S3	8,198	8,332	8,628
S4	7,973	8,107	8,566

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,817	9,663	8,916
R3	9,407	9,253	8,803
R2	8,997	8,997	8,765
R1	8,843	8,843	8,728	8,920
PP	8,587	8,587	8,587	8,625
S1	8,433	8,433	8,653	8,510
S2	8,177	8,177	8,615
S3	7,767	8,023	8,577
S4	7,357	7,613	8,465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,740	8,330	410	4.7%	177	2.0%	88%	True	False	5,343
10	8,840	8,330	510	5.9%	148	1.7%	71%	False	False	4,355
20	9,170	8,330	840	9.7%	152	1.8%	43%	False	False	4,196
40	9,170	8,200	970	11.2%	154	1.8%	51%	False	False	4,949
60	9,365	8,200	1,165	13.4%	115	1.3%	42%	False	False	3,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,696
2.618	9,329
1.618	9,104
1.000	8,965
0.618	8,879
HIGH	8,740
0.618	8,654
0.500	8,628
0.382	8,601
LOW	8,515
0.618	8,376
1.000	8,290
1.618	8,151
2.618	7,926
4.250	7,559

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	8,669	8,638
PP	8,648	8,587
S1	8,628	8,535

Download as Excel Spreadsheet

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

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