NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	8,590	8,515	-75	-0.9%	8,780
High	8,600	8,620	20	0.2%	8,815
Low	8,470	8,470	0	0.0%	8,470
Close	8,530	8,600	70	0.8%	8,600
Range	130	150	20	15.4%	345
ATR	178	176	-2	-1.1%	0
Volume	7,283	4,596	-2,687	-36.9%	32,982

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,013	8,957	8,683
R3	8,863	8,807	8,641
R2	8,713	8,713	8,628
R1	8,657	8,657	8,614	8,685
PP	8,563	8,563	8,563	8,578
S1	8,507	8,507	8,586	8,535
S2	8,413	8,413	8,573
S3	8,263	8,357	8,559
S4	8,113	8,207	8,518

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,663	9,477	8,790
R3	9,318	9,132	8,695
R2	8,973	8,973	8,663
R1	8,787	8,787	8,632	8,708
PP	8,628	8,628	8,628	8,589
S1	8,442	8,442	8,569	8,363
S2	8,283	8,283	8,537
S3	7,938	8,097	8,505
S4	7,593	7,752	8,410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,815	8,470	345	4.0%	156	1.8%	38%	False	True	6,596
10	9,170	8,470	700	8.1%	189	2.2%	19%	False	True	7,105
20	9,170	8,470	700	8.1%	179	2.1%	19%	False	True	6,889
40	9,170	8,280	890	10.3%	182	2.1%	36%	False	False	7,260
60	9,170	8,280	890	10.3%	173	2.0%	36%	False	False	6,722
80	10,120	8,280	1,840	21.4%	163	1.9%	17%	False	False	5,055
100	10,120	8,280	1,840	21.4%	130	1.5%	17%	False	False	4,045

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

Fibonacci Retracements and Extensions
4.250	9,258
2.618	9,013
1.618	8,863
1.000	8,770
0.618	8,713
HIGH	8,620
0.618	8,563
0.500	8,545
0.382	8,527
LOW	8,470
0.618	8,377
1.000	8,320
1.618	8,227
2.618	8,077
4.250	7,833

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	8,582	8,620
PP	8,563	8,613
S1	8,545	8,607

Download as Excel Spreadsheet

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

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