NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	8,895	8,680	-215	-2.4%	8,860
High	8,895	8,685	-210	-2.4%	9,010
Low	8,895	8,680	-215	-2.4%	8,725
Close	8,775	8,720	-55	-0.6%	9,075
Range	0	5	5		285
ATR	49	52	3	6.8%	0
Volume	9	200	191	2,122.2%	19

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,710	8,720	8,723
R3	8,705	8,715	8,722
R2	8,700	8,700	8,721
R1	8,710	8,710	8,721	8,705
PP	8,695	8,695	8,695	8,693
S1	8,705	8,705	8,720	8,700
S2	8,690	8,690	8,719
S3	8,685	8,700	8,719
S4	8,680	8,695	8,717

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	9,075	8,680	395	4.5%	13	0.1%	10%	False	True	46
10	9,075	8,680	395	4.5%	14	0.2%	10%	False	True	24
20	9,075	8,400	675	7.7%	17	0.2%	47%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,706
2.618	8,698
1.618	8,693
1.000	8,690
0.618	8,688
HIGH	8,685
0.618	8,683
0.500	8,683
0.382	8,682
LOW	8,680
0.618	8,677
1.000	8,675
1.618	8,672
2.618	8,667
4.250	8,659

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	8,708	8,878
PP	8,695	8,825
S1	8,683	8,773

Download as Excel Spreadsheet

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

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