NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	8,700	8,860	160	1.8%	8,820
High	8,700	8,860	160	1.8%	8,885
Low	8,700	8,860	160	1.8%	8,700
Close	8,750	8,840	90	1.0%	8,750
Range
ATR	35	41	5	15.1%	0
Volume	2	2	0	0.0%	10

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,853	8,847	8,840
R3	8,853	8,847	8,840
R2	8,853	8,853	8,840
R1	8,847	8,847	8,840	8,850
PP	8,853	8,853	8,853	8,855
S1	8,847	8,847	8,840	8,850
S2	8,853	8,853	8,840
S3	8,853	8,847	8,840
S4	8,853	8,847	8,840

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,333	9,227	8,852
R3	9,148	9,042	8,801
R2	8,963	8,963	8,784
R1	8,857	8,857	8,767	8,818
PP	8,778	8,778	8,778	8,759
S1	8,672	8,672	8,733	8,633
S2	8,593	8,593	8,716
S3	8,408	8,487	8,699
S4	8,223	8,302	8,648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,885	8,700	185	2.1%	0	0.0%	76%	False	False	2
10	9,000	8,700	300	3.4%	18	0.2%	47%	False	False	4
20	9,000	8,395	605	6.8%	10	0.1%	74%	False	False	4

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	1

Fibonacci Retracements and Extensions
4.250	8,860
2.618	8,860
1.618	8,860
1.000	8,860
0.618	8,860
HIGH	8,860
0.618	8,860
0.500	8,860
0.382	8,860
LOW	8,860
0.618	8,860
1.000	8,860
1.618	8,860
2.618	8,860
4.250	8,860

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	8,860	8,820
PP	8,853	8,800
S1	8,847	8,780

Download as Excel Spreadsheet

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

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