NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	8,885	8,765	-120	-1.4%	8,620
High	8,885	8,765	-120	-1.4%	9,000
Low	8,885	8,765	-120	-1.4%	8,620
Close	8,765	8,700	-65	-0.7%	8,885
Range
ATR	41	38	-3	-7.1%	0
Volume	2	2	0	0.0%	33

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,743	8,722	8,700
R3	8,743	8,722	8,700
R2	8,743	8,743	8,700
R1	8,722	8,722	8,700	8,733
PP	8,743	8,743	8,743	8,749
S1	8,722	8,722	8,700	8,733
S2	8,743	8,743	8,700
S3	8,743	8,722	8,700
S4	8,743	8,722	8,700

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,975	9,810	9,094
R3	9,595	9,430	8,990
R2	9,215	9,215	8,955
R1	9,050	9,050	8,920	9,133
PP	8,835	8,835	8,835	8,876
S1	8,670	8,670	8,850	8,753
S2	8,455	8,455	8,815
S3	8,075	8,290	8,781
S4	7,695	7,910	8,676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,885	8,765	120	1.4%	0	0.0%	-54%	False	True	3
10	9,000	8,605	395	4.5%	18	0.2%	24%	False	False	4
20	9,000	8,395	605	7.0%	10	0.1%	50%	False	False	3

Crabel Price Patterns
NR	False
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	1

Fibonacci Retracements and Extensions
4.250	8,765
2.618	8,765
1.618	8,765
1.000	8,765
0.618	8,765
HIGH	8,765
0.618	8,765
0.500	8,765
0.382	8,765
LOW	8,765
0.618	8,765
1.000	8,765
1.618	8,765
2.618	8,765
4.250	8,765

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	8,765	8,825
PP	8,743	8,783
S1	8,722	8,742

Download as Excel Spreadsheet

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

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