NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	8,860	8,725	-135	-1.5%	8,820
High	8,860	8,800	-60	-0.7%	8,885
Low	8,860	8,725	-135	-1.5%	8,700
Close	8,710	8,800	90	1.0%	8,750
Range	0	75	75		185
ATR	39	43	4	9.2%	0
Volume	1	1	0	0.0%	10

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,000	8,975	8,841
R3	8,925	8,900	8,821
R2	8,850	8,850	8,814
R1	8,825	8,825	8,807	8,838
PP	8,775	8,775	8,775	8,781
S1	8,750	8,750	8,793	8,763
S2	8,700	8,700	8,786
S3	8,625	8,675	8,780
S4	8,550	8,600	8,759

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	8,860	8,700	160	1.8%	15	0.2%	63%	False	False	1
10	8,885	8,700	185	2.1%	8	0.1%	54%	False	False	4
20	9,000	8,395	605	6.9%	14	0.2%	67%	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 10 trading days

Fibonacci Retracements and Extensions
4.250	9,119
2.618	8,996
1.618	8,921
1.000	8,875
0.618	8,846
HIGH	8,800
0.618	8,771
0.500	8,763
0.382	8,754
LOW	8,725
0.618	8,679
1.000	8,650
1.618	8,604
2.618	8,529
4.250	8,406

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	8,788	8,798
PP	8,775	8,795
S1	8,763	8,793

Download as Excel Spreadsheet

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

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