NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	8,745	8,845	100	1.1%	8,900
High	8,860	8,870	10	0.1%	8,960
Low	8,745	8,680	-65	-0.7%	8,650
Close	8,840	8,710	-130	-1.5%	8,750
Range	115	190	75	65.2%	310
ATR	163	165	2	1.2%	0
Volume	4,650	7,361	2,711	58.3%	31,745

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,323	9,207	8,815
R3	9,133	9,017	8,762
R2	8,943	8,943	8,745
R1	8,827	8,827	8,728	8,790
PP	8,753	8,753	8,753	8,735
S1	8,637	8,637	8,693	8,600
S2	8,563	8,563	8,675
S3	8,373	8,447	8,658
S4	8,183	8,257	8,606

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	8,885	8,650	235	2.7%	142	1.6%	26%	False	False	5,683
10	8,960	8,650	310	3.6%	155	1.8%	19%	False	False	6,339
20	8,960	8,345	615	7.1%	165	1.9%	59%	False	False	6,748
40	9,045	8,280	765	8.8%	174	2.0%	56%	False	False	7,727
60	9,950	8,280	1,670	19.2%	175	2.0%	26%	False	False	5,171
80	10,120	8,280	1,840	21.1%	132	1.5%	23%	False	False	3,881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	39
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,678
2.618	9,368
1.618	9,178
1.000	9,060
0.618	8,988
HIGH	8,870
0.618	8,798
0.500	8,775
0.382	8,753
LOW	8,680
0.618	8,563
1.000	8,490
1.618	8,373
2.618	8,183
4.250	7,873

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	8,775	8,770
PP	8,753	8,750
S1	8,732	8,730

Download as Excel Spreadsheet

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

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