NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	8,780	8,790	10	0.1%	9,090
High	8,815	8,795	-20	-0.2%	9,170
Low	8,690	8,650	-40	-0.5%	8,565
Close	8,790	8,770	-20	-0.2%	8,745
Range	125	145	20	16.0%	605
ATR	180	178	-3	-1.4%	0
Volume	6,594	5,269	-1,325	-20.1%	38,076

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,173	9,117	8,850
R3	9,028	8,972	8,810
R2	8,883	8,883	8,797
R1	8,827	8,827	8,783	8,783
PP	8,738	8,738	8,738	8,716
S1	8,682	8,682	8,757	8,638
S2	8,593	8,593	8,744
S3	8,448	8,537	8,730
S4	8,303	8,392	8,690

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,642	10,298	9,078
R3	10,037	9,693	8,912
R2	9,432	9,432	8,856
R1	9,088	9,088	8,801	8,958
PP	8,827	8,827	8,827	8,761
S1	8,483	8,483	8,690	8,353
S2	8,222	8,222	8,634
S3	7,617	7,878	8,579
S4	7,012	7,273	8,412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,820	8,565	255	2.9%	158	1.8%	80%	False	False	6,186
10	9,170	8,565	605	6.9%	197	2.2%	34%	False	False	7,291
20	9,170	8,565	605	6.9%	176	2.0%	34%	False	False	6,815
40	9,170	8,280	890	10.1%	182	2.1%	55%	False	False	7,419
60	9,170	8,280	890	10.1%	170	1.9%	55%	False	False	6,371
80	10,120	8,280	1,840	21.0%	156	1.8%	27%	False	False	4,792
100	10,120	8,280	1,840	21.0%	125	1.4%	27%	False	False	3,834

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,411
2.618	9,175
1.618	9,030
1.000	8,940
0.618	8,885
HIGH	8,795
0.618	8,740
0.500	8,723
0.382	8,706
LOW	8,650
0.618	8,561
1.000	8,505
1.618	8,416
2.618	8,271
4.250	8,034

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	8,754	8,758
PP	8,738	8,745
S1	8,723	8,733

Download as Excel Spreadsheet

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

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