NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	8,725	9,010	285	3.3%	8,820
High	8,800	9,010	210	2.4%	8,885
Low	8,725	8,980	255	2.9%	8,700
Close	8,800	9,060	260	3.0%	8,750
Range	75	30	-45	-60.0%	185
ATR	43	55	12	27.9%	0
Volume	1	6	5	500.0%	10

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,107	9,113	9,077
R3	9,077	9,083	9,068
R2	9,047	9,047	9,066
R1	9,053	9,053	9,063	9,050
PP	9,017	9,017	9,017	9,015
S1	9,023	9,023	9,057	9,020
S2	8,987	8,987	9,055
S3	8,957	8,993	9,052
S4	8,927	8,963	9,044

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	9,010	8,700	310	3.4%	21	0.2%	116%	True	False	2
10	9,010	8,700	310	3.4%	11	0.1%	116%	True	False	3
20	9,010	8,395	615	6.8%	15	0.2%	108%	True	False	4

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,138
2.618	9,089
1.618	9,059
1.000	9,040
0.618	9,029
HIGH	9,010
0.618	8,999
0.500	8,995
0.382	8,992
LOW	8,980
0.618	8,962
1.000	8,950
1.618	8,932
2.618	8,902
4.250	8,853

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	9,038	8,996
PP	9,017	8,932
S1	8,995	8,868

Download as Excel Spreadsheet

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

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