NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	8,700	8,745	45	0.5%	8,900
High	8,760	8,860	100	1.1%	8,960
Low	8,670	8,745	75	0.9%	8,650
Close	8,750	8,840	90	1.0%	8,750
Range	90	115	25	27.8%	310
ATR	167	163	-4	-2.2%	0
Volume	4,792	4,650	-142	-3.0%	31,745

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,160	9,115	8,903
R3	9,045	9,000	8,872
R2	8,930	8,930	8,861
R1	8,885	8,885	8,851	8,908
PP	8,815	8,815	8,815	8,826
S1	8,770	8,770	8,830	8,793
S2	8,700	8,700	8,819
S3	8,585	8,655	8,809
S4	8,470	8,540	8,777

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,717	9,543	8,921
R3	9,407	9,233	8,835
R2	9,097	9,097	8,807
R1	8,923	8,923	8,779	8,855
PP	8,787	8,787	8,787	8,753
S1	8,613	8,613	8,722	8,545
S2	8,477	8,477	8,693
S3	8,167	8,303	8,665
S4	7,857	7,993	8,580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,895	8,650	245	2.8%	143	1.6%	78%	False	False	5,775
10	8,960	8,650	310	3.5%	145	1.6%	61%	False	False	6,181
20	8,960	8,345	615	7.0%	169	1.9%	80%	False	False	6,775
40	9,045	8,280	765	8.7%	174	2.0%	73%	False	False	7,544
60	9,950	8,280	1,670	18.9%	172	1.9%	34%	False	False	5,048
80	10,120	8,280	1,840	20.8%	129	1.5%	30%	False	False	3,789

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	True
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,349
2.618	9,161
1.618	9,046
1.000	8,975
0.618	8,931
HIGH	8,860
0.618	8,816
0.500	8,803
0.382	8,789
LOW	8,745
0.618	8,674
1.000	8,630
1.618	8,559
2.618	8,444
4.250	8,256

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	8,828	8,812
PP	8,815	8,783
S1	8,803	8,755

Download as Excel Spreadsheet

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

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