NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	8,735	8,820	85	1.0%	8,550
High	8,915	8,865	-50	-0.6%	8,680
Low	8,710	8,755	45	0.5%	8,345
Close	8,825	8,800	-25	-0.3%	8,620
Range	205	110	-95	-46.3%	335
ATR	180	175	-5	-2.8%	0
Volume	7,822	6,165	-1,657	-21.2%	38,221

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,137	9,078	8,861
R3	9,027	8,968	8,830
R2	8,917	8,917	8,820
R1	8,858	8,858	8,810	8,833
PP	8,807	8,807	8,807	8,794
S1	8,748	8,748	8,790	8,723
S2	8,697	8,697	8,780
S3	8,587	8,638	8,770
S4	8,477	8,528	8,740

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	8,570	345	3.9%	143	1.6%	67%	False	False	6,311
10	8,915	8,345	570	6.5%	165	1.9%	80%	False	False	7,133
20	8,915	8,280	635	7.2%	184	2.1%	82%	False	False	7,708
40	9,045	8,280	765	8.7%	168	1.9%	68%	False	False	6,498
60	10,120	8,280	1,840	20.9%	155	1.8%	28%	False	False	4,350
80	10,120	8,280	1,840	20.9%	116	1.3%	28%	False	False	3,264

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,333
2.618	9,153
1.618	9,043
1.000	8,975
0.618	8,933
HIGH	8,865
0.618	8,823
0.500	8,810
0.382	8,797
LOW	8,755
0.618	8,687
1.000	8,645
1.618	8,577
2.618	8,467
4.250	8,288

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	8,810	8,813
PP	8,807	8,808
S1	8,803	8,804

Download as Excel Spreadsheet

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

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