NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	8,775	8,750	-25	-0.3%	9,075
High	8,800	8,750	-50	-0.6%	9,075
Low	8,755	8,750	-5	-0.1%	8,680
Close	8,800	8,750	-50	-0.6%	8,750
Range	45	0	-45	-100.0%	395
ATR	54	54	0	-0.5%	0
Volume	10	6	-4	-40.0%	234

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,750	8,750	8,750
R3	8,750	8,750	8,750
R2	8,750	8,750	8,750
R1	8,750	8,750	8,750	8,750
PP	8,750	8,750	8,750	8,750
S1	8,750	8,750	8,750	8,750
S2	8,750	8,750	8,750
S3	8,750	8,750	8,750
S4	8,750	8,750	8,750

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,020	9,780	8,967
R3	9,625	9,385	8,859
R2	9,230	9,230	8,823
R1	8,990	8,990	8,786	8,913
PP	8,835	8,835	8,835	8,796
S1	8,595	8,595	8,714	8,518
S2	8,440	8,440	8,678
S3	8,045	8,200	8,642
S4	7,650	7,805	8,533

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%	10	0.1%	18%	False	False	46
10	9,075	8,680	395	4.5%	19	0.2%	18%	False	False	25
20	9,075	8,620	455	5.2%	18	0.2%	29%	False	False	14

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	2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,750
2.618	8,750
1.618	8,750
1.000	8,750
0.618	8,750
HIGH	8,750
0.618	8,750
0.500	8,750
0.382	8,750
LOW	8,750
0.618	8,750
1.000	8,750
1.618	8,750
2.618	8,750
4.250	8,750

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	8,750	8,747
PP	8,750	8,743
S1	8,750	8,740

Download as Excel Spreadsheet

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

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