NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	9,010	9,010	0	0.0%	8,860
High	9,010	9,010	0	0.0%	9,010
Low	8,980	8,980	0	0.0%	8,725
Close	9,060	9,075	15	0.2%	9,075
Range	30	30	0	0.0%	285
ATR	55	57	2	3.3%	0
Volume	6	9	3	50.0%	19

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,112	9,123	9,092
R3	9,082	9,093	9,083
R2	9,052	9,052	9,081
R1	9,063	9,063	9,078	9,058
PP	9,022	9,022	9,022	9,019
S1	9,033	9,033	9,072	9,028
S2	8,992	8,992	9,070
S3	8,962	9,003	9,067
S4	8,932	8,973	9,059

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,792	9,718	9,232
R3	9,507	9,433	9,154
R2	9,222	9,222	9,127
R1	9,148	9,148	9,101	9,185
PP	8,937	8,937	8,937	8,955
S1	8,863	8,863	9,049	8,900
S2	8,652	8,652	9,023
S3	8,367	8,578	8,997
S4	8,082	8,293	8,918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,010	8,725	285	3.1%	27	0.3%	123%	True	False	3
10	9,010	8,700	310	3.4%	14	0.1%	121%	True	False	2
20	9,010	8,395	615	6.8%	17	0.2%	111%	True	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	0

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 28-Oct-2011
Pivot	1 day	3 day
R1	9,048	9,006
PP	9,022	8,937
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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