NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	8,780	8,860	80	0.9%	8,610
High	8,895	8,885	-10	-0.1%	8,915
Low	8,700	8,730	30	0.3%	8,610
Close	8,885	8,765	-120	-1.4%	8,885
Range	195	155	-40	-20.5%	305
ATR	175	174	-1	-0.8%	0
Volume	7,818	4,311	-3,507	-44.9%	29,587

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,258	9,167	8,850
R3	9,103	9,012	8,808
R2	8,948	8,948	8,794
R1	8,857	8,857	8,779	8,825
PP	8,793	8,793	8,793	8,778
S1	8,702	8,702	8,751	8,670
S2	8,638	8,638	8,737
S3	8,483	8,547	8,723
S4	8,328	8,392	8,680

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	3.0%	158	1.8%	25%	False	False	6,292
10	8,960	8,505	455	5.2%	151	1.7%	57%	False	False	6,521
20	8,960	8,280	680	7.8%	188	2.1%	71%	False	False	7,563
40	9,045	8,280	765	8.7%	175	2.0%	63%	False	False	7,129
60	10,050	8,280	1,770	20.2%	166	1.9%	27%	False	False	4,770
80	10,120	8,280	1,840	21.0%	125	1.4%	26%	False	False	3,580

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,544
2.618	9,291
1.618	9,136
1.000	9,040
0.618	8,981
HIGH	8,885
0.618	8,826
0.500	8,808
0.382	8,789
LOW	8,730
0.618	8,634
1.000	8,575
1.618	8,479
2.618	8,324
4.250	8,071

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	8,808	8,830
PP	8,793	8,808
S1	8,779	8,787

Download as Excel Spreadsheet

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

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