NIKKEI 225 Index Future (Globex) March 2012

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

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	8,620	8,795	175	2.0%	8,575
High	8,620	8,795	175	2.0%	8,605
Low	8,620	8,795	175	2.0%	8,395
Close	8,795	8,760	-35	-0.4%	8,620
Range
ATR	38	35	-3	-7.1%	0
Volume	2	2	0	0.0%	22

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,783	8,772	8,760
R3	8,783	8,772	8,760
R2	8,783	8,783	8,760
R1	8,772	8,772	8,760	8,778
PP	8,783	8,783	8,783	8,786
S1	8,772	8,772	8,760	8,778
S2	8,783	8,783	8,760
S3	8,783	8,772	8,760
S4	8,783	8,772	8,760

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,170	9,105	8,736
R3	8,960	8,895	8,678
R2	8,750	8,750	8,659
R1	8,685	8,685	8,639	8,718
PP	8,540	8,540	8,540	8,556
S1	8,475	8,475	8,601	8,508
S2	8,330	8,330	8,582
S3	8,120	8,265	8,562
S4	7,910	8,055	8,505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,795	8,400	395	4.5%	4	0.0%	91%	True	False	2
10	8,795	8,395	400	4.6%	2	0.0%	91%	True	False	3
20	8,825	8,395	430	4.9%	1	0.0%	85%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0

Fibonacci Retracements and Extensions
4.250	8,795
2.618	8,795
1.618	8,795
1.000	8,795
0.618	8,795
HIGH	8,795
0.618	8,795
0.500	8,795
0.382	8,795
LOW	8,795
0.618	8,795
1.000	8,795
1.618	8,795
2.618	8,795
4.250	8,795

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	8,795	8,740
PP	8,783	8,720
S1	8,772	8,700

Download as Excel Spreadsheet

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

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