NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	8,730	8,550	-180	-2.1%	8,435
High	8,765	8,605	-160	-1.8%	8,785
Low	8,570	8,385	-185	-2.2%	8,280
Close	8,575	8,395	-180	-2.1%	8,575
Range	195	220	25	12.8%	505
ATR	192	194	2	1.1%	0
Volume	9,175	8,253	-922	-10.0%	40,343

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,122	8,978	8,516
R3	8,902	8,758	8,456
R2	8,682	8,682	8,435
R1	8,538	8,538	8,415	8,500
PP	8,462	8,462	8,462	8,443
S1	8,318	8,318	8,375	8,280
S2	8,242	8,242	8,355
S3	8,022	8,098	8,335
S4	7,802	7,878	8,274

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,062	9,823	8,853
R3	9,557	9,318	8,714
R2	9,052	9,052	8,668
R1	8,813	8,813	8,621	8,933
PP	8,547	8,547	8,547	8,606
S1	8,308	8,308	8,529	8,428
S2	8,042	8,042	8,483
S3	7,537	7,803	8,436
S4	7,032	7,298	8,297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,785	8,385	400	4.8%	221	2.6%	3%	False	True	7,912
10	8,785	8,280	505	6.0%	214	2.5%	23%	False	False	8,691
20	8,855	8,280	575	6.8%	201	2.4%	20%	False	False	10,026
40	9,195	8,280	915	10.9%	190	2.3%	13%	False	False	5,173
60	10,120	8,280	1,840	21.9%	134	1.6%	6%	False	False	3,453

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	53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,540
2.618	9,181
1.618	8,961
1.000	8,825
0.618	8,741
HIGH	8,605
0.618	8,521
0.500	8,495
0.382	8,469
LOW	8,385
0.618	8,249
1.000	8,165
1.618	8,029
2.618	7,809
4.250	7,450

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	8,495	8,585
PP	8,462	8,522
S1	8,428	8,458

Download as Excel Spreadsheet

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

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