NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	8,395	8,410	15	0.2%	8,470
High	8,395	8,410	15	0.2%	8,635
Low	8,395	8,400	5	0.1%	8,470
Close	8,540	8,525	-15	-0.2%	8,575
Range	0	10	10		165
ATR	30	38	8	26.0%	0
Volume	6	6	0	0.0%	15

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,475	8,510	8,531
R3	8,465	8,500	8,528
R2	8,455	8,455	8,527
R1	8,490	8,490	8,526	8,473
PP	8,445	8,445	8,445	8,436
S1	8,480	8,480	8,524	8,463
S2	8,435	8,435	8,523
S3	8,425	8,470	8,522
S4	8,415	8,460	8,520

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,055	8,980	8,666
R3	8,890	8,815	8,621
R2	8,725	8,725	8,605
R1	8,650	8,650	8,590	8,688
PP	8,560	8,560	8,560	8,579
S1	8,485	8,485	8,560	8,523
S2	8,395	8,395	8,545
S3	8,230	8,320	8,530
S4	8,065	8,155	8,484

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,635	8,395	240	2.8%	2	0.0%	54%	False	False	5
10	8,635	8,395	240	2.8%	1	0.0%	54%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	8,453
2.618	8,436
1.618	8,426
1.000	8,420
0.618	8,416
HIGH	8,410
0.618	8,406
0.500	8,405
0.382	8,404
LOW	8,400
0.618	8,394
1.000	8,390
1.618	8,384
2.618	8,374
4.250	8,358

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	8,485	8,512
PP	8,445	8,498
S1	8,405	8,485

Download as Excel Spreadsheet

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

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