NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	8,550	8,465	-85	-1.0%	8,435
High	8,605	8,560	-45	-0.5%	8,785
Low	8,385	8,345	-40	-0.5%	8,280
Close	8,395	8,540	145	1.7%	8,575
Range	220	215	-5	-2.3%	505
ATR	194	195	2	0.8%	0
Volume	8,253	7,597	-656	-7.9%	40,343

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,127	9,048	8,658
R3	8,912	8,833	8,599
R2	8,697	8,697	8,580
R1	8,618	8,618	8,560	8,658
PP	8,482	8,482	8,482	8,501
S1	8,403	8,403	8,520	8,443
S2	8,267	8,267	8,501
S3	8,052	8,188	8,481
S4	7,837	7,973	8,422

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	8,345	440	5.2%	208	2.4%	44%	False	True	7,851
10	8,785	8,280	505	5.9%	224	2.6%	51%	False	False	8,825
20	8,855	8,280	575	6.7%	199	2.3%	45%	False	False	9,394
40	9,135	8,280	855	10.0%	183	2.1%	30%	False	False	5,363
60	10,120	8,280	1,840	21.5%	138	1.6%	14%	False	False	3,579

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	59
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,474
2.618	9,123
1.618	8,908
1.000	8,775
0.618	8,693
HIGH	8,560
0.618	8,478
0.500	8,453
0.382	8,427
LOW	8,345
0.618	8,212
1.000	8,130
1.618	7,997
2.618	7,782
4.250	7,431

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	8,511	8,555
PP	8,482	8,550
S1	8,453	8,545

Download as Excel Spreadsheet

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

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