NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	8,900	8,780	-120	-1.3%	8,610
High	8,960	8,895	-65	-0.7%	8,915
Low	8,775	8,700	-75	-0.9%	8,610
Close	8,805	8,885	80	0.9%	8,885
Range	185	195	10	5.4%	305
ATR	174	175	2	0.9%	0
Volume	7,519	7,818	299	4.0%	29,587

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,412	9,343	8,992
R3	9,217	9,148	8,939
R2	9,022	9,022	8,921
R1	8,953	8,953	8,903	8,988
PP	8,827	8,827	8,827	8,844
S1	8,758	8,758	8,867	8,793
S2	8,632	8,632	8,849
S3	8,437	8,563	8,832
S4	8,242	8,368	8,778

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	8,700	260	2.9%	168	1.9%	71%	False	True	6,994
10	8,960	8,370	590	6.6%	155	1.7%	87%	False	False	6,729
20	8,960	8,280	680	7.7%	189	2.1%	89%	False	False	7,777
40	9,045	8,280	765	8.6%	174	2.0%	79%	False	False	7,022
60	10,050	8,280	1,770	19.9%	164	1.8%	34%	False	False	4,699
80	10,120	8,280	1,840	20.7%	123	1.4%	33%	False	False	3,526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	38
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,724
2.618	9,406
1.618	9,211
1.000	9,090
0.618	9,016
HIGH	8,895
0.618	8,821
0.500	8,798
0.382	8,775
LOW	8,700
0.618	8,580
1.000	8,505
1.618	8,385
2.618	8,190
4.250	7,871

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	8,856	8,867
PP	8,827	8,848
S1	8,798	8,830

Download as Excel Spreadsheet

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

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