NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	8,800	8,900	100	1.1%	8,610
High	8,895	8,960	65	0.7%	8,915
Low	8,750	8,775	25	0.3%	8,610
Close	8,885	8,805	-80	-0.9%	8,885
Range	145	185	40	27.6%	305
ATR	173	174	1	0.5%	0
Volume	5,650	7,519	1,869	33.1%	29,587

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,402	9,288	8,907
R3	9,217	9,103	8,856
R2	9,032	9,032	8,839
R1	8,918	8,918	8,822	8,883
PP	8,847	8,847	8,847	8,829
S1	8,733	8,733	8,788	8,698
S2	8,662	8,662	8,771
S3	8,477	8,548	8,754
S4	8,292	8,363	8,703

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,718	9,607	9,053
R3	9,413	9,302	8,969
R2	9,108	9,108	8,941
R1	8,997	8,997	8,913	9,053
PP	8,803	8,803	8,803	8,831
S1	8,692	8,692	8,857	8,748
S2	8,498	8,498	8,829
S3	8,193	8,387	8,801
S4	7,888	8,082	8,717

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,960	8,710	250	2.8%	147	1.7%	38%	True	False	6,587
10	8,960	8,345	615	7.0%	157	1.8%	75%	True	False	6,707
20	8,960	8,280	680	7.7%	185	2.1%	77%	True	False	7,699
40	9,045	8,280	765	8.7%	171	1.9%	69%	False	False	6,827
60	10,120	8,280	1,840	20.9%	160	1.8%	29%	False	False	4,569
80	10,120	8,280	1,840	20.9%	120	1.4%	29%	False	False	3,428

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	39
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,746
2.618	9,444
1.618	9,259
1.000	9,145
0.618	9,074
HIGH	8,960
0.618	8,889
0.500	8,868
0.382	8,846
LOW	8,775
0.618	8,661
1.000	8,590
1.618	8,476
2.618	8,291
4.250	7,989

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	8,868	8,855
PP	8,847	8,838
S1	8,826	8,822

Download as Excel Spreadsheet

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

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