NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	9,200	9,155	-45	-0.5%	8,825
High	9,220	9,220	0	0.0%	9,220
Low	9,135	9,045	-90	-1.0%	8,730
Close	9,160	9,125	-35	-0.4%	9,195
Range	85	175	90	105.9%	490
ATR	106	111	5	4.6%	0
Volume	3,969	4,560	591	14.9%	42,514

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,655	9,565	9,221
R3	9,480	9,390	9,173
R2	9,305	9,305	9,157
R1	9,215	9,215	9,141	9,173
PP	9,130	9,130	9,130	9,109
S1	9,040	9,040	9,109	8,998
S2	8,955	8,955	9,093
S3	8,780	8,865	9,077
S4	8,605	8,690	9,029

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,518	10,347	9,465
R3	10,028	9,857	9,330
R2	9,538	9,538	9,285
R1	9,367	9,367	9,240	9,453
PP	9,048	9,048	9,048	9,091
S1	8,877	8,877	9,150	8,963
S2	8,558	8,558	9,105
S3	8,068	8,387	9,060
S4	7,578	7,897	8,926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,220	8,755	465	5.1%	164	1.8%	80%	True	False	5,594
10	9,220	8,620	600	6.6%	140	1.5%	84%	True	False	5,614
20	9,245	8,620	625	6.8%	106	1.2%	81%	False	False	2,891
40	9,245	8,365	880	9.6%	61	0.7%	86%	False	False	1,447
60	9,245	8,365	880	9.6%	42	0.5%	86%	False	False	966

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	22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,964
2.618	9,678
1.618	9,503
1.000	9,395
0.618	9,328
HIGH	9,220
0.618	9,153
0.500	9,133
0.382	9,112
LOW	9,045
0.618	8,937
1.000	8,870
1.618	8,762
2.618	8,587
4.250	8,301

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	9,133	9,123
PP	9,130	9,122
S1	9,128	9,120

Download as Excel Spreadsheet

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

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