NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	8,780	8,735	-45	-0.5%	8,550
High	8,815	8,915	100	1.1%	8,680
Low	8,725	8,710	-15	-0.2%	8,345
Close	8,760	8,825	65	0.7%	8,620
Range	90	205	115	127.8%	335
ATR	178	180	2	1.1%	0
Volume	5,780	7,822	2,042	35.3%	38,221

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,432	9,333	8,938
R3	9,227	9,128	8,882
R2	9,022	9,022	8,863
R1	8,923	8,923	8,844	8,973
PP	8,817	8,817	8,817	8,841
S1	8,718	8,718	8,806	8,768
S2	8,612	8,612	8,788
S3	8,407	8,513	8,769
S4	8,202	8,308	8,712

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,553	9,422	8,804
R3	9,218	9,087	8,712
R2	8,883	8,883	8,682
R1	8,752	8,752	8,651	8,818
PP	8,548	8,548	8,548	8,581
S1	8,417	8,417	8,589	8,483
S2	8,213	8,213	8,559
S3	7,878	8,082	8,528
S4	7,543	7,747	8,436

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,915	8,505	410	4.6%	144	1.6%	78%	True	False	6,750
10	8,915	8,345	570	6.5%	181	2.0%	84%	True	False	7,222
20	8,915	8,280	635	7.2%	188	2.1%	86%	True	False	7,868
40	9,110	8,280	830	9.4%	169	1.9%	66%	False	False	6,344
60	10,120	8,280	1,840	20.8%	153	1.7%	30%	False	False	4,248
80	10,120	8,280	1,840	20.8%	115	1.3%	30%	False	False	3,187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,786
2.618	9,452
1.618	9,247
1.000	9,120
0.618	9,042
HIGH	8,915
0.618	8,837
0.500	8,813
0.382	8,788
LOW	8,710
0.618	8,583
1.000	8,505
1.618	8,378
2.618	8,173
4.250	7,839

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	8,821	8,804
PP	8,817	8,783
S1	8,813	8,763

Download as Excel Spreadsheet

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

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