NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	8,465	8,530	65	0.8%	8,435
High	8,560	8,560	0	0.0%	8,785
Low	8,345	8,370	25	0.3%	8,280
Close	8,540	8,525	-15	-0.2%	8,575
Range	215	190	-25	-11.6%	505
ATR	195	195	0	-0.2%	0
Volume	7,597	6,392	-1,205	-15.9%	40,343

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,055	8,980	8,630
R3	8,865	8,790	8,577
R2	8,675	8,675	8,560
R1	8,600	8,600	8,543	8,543
PP	8,485	8,485	8,485	8,456
S1	8,410	8,410	8,508	8,353
S2	8,295	8,295	8,490
S3	8,105	8,220	8,473
S4	7,915	8,030	8,421

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%	217	2.5%	41%	False	False	7,695
10	8,785	8,280	505	5.9%	226	2.6%	49%	False	False	8,605
20	8,855	8,280	575	6.7%	200	2.3%	43%	False	False	8,967
40	9,135	8,280	855	10.0%	178	2.1%	29%	False	False	5,522
60	10,120	8,280	1,840	21.6%	141	1.7%	13%	False	False	3,686

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	58
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,368
2.618	9,058
1.618	8,868
1.000	8,750
0.618	8,678
HIGH	8,560
0.618	8,488
0.500	8,465
0.382	8,443
LOW	8,370
0.618	8,253
1.000	8,180
1.618	8,063
2.618	7,873
4.250	7,563

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	8,505	8,508
PP	8,485	8,492
S1	8,465	8,475

Download as Excel Spreadsheet

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

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