NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	8,700	8,700	0	0.0%	9,075
High	8,700	8,775	75	0.9%	9,075
Low	8,700	8,700	0	0.0%	8,680
Close	8,795	8,775	-20	-0.2%	8,750
Range	0	75	75		395
ATR	54	56	3	5.5%	0
Volume	1	2	1	100.0%	234

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,975	8,950	8,816
R3	8,900	8,875	8,796
R2	8,825	8,825	8,789
R1	8,800	8,800	8,782	8,813
PP	8,750	8,750	8,750	8,756
S1	8,725	8,725	8,768	8,738
S2	8,675	8,675	8,761
S3	8,600	8,650	8,755
S4	8,525	8,575	8,734

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	8,800	8,680	120	1.4%	25	0.3%	79%	False	False	43
10	9,075	8,680	395	4.5%	26	0.3%	24%	False	False	25
20	9,075	8,680	395	4.5%	22	0.3%	24%	False	False	14
40	9,075	8,395	680	7.7%	12	0.1%	56%	False	False	8

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	2
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	9,094
2.618	8,971
1.618	8,896
1.000	8,850
0.618	8,821
HIGH	8,775
0.618	8,746
0.500	8,738
0.382	8,729
LOW	8,700
0.618	8,654
1.000	8,625
1.618	8,579
2.618	8,504
4.250	8,381

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	8,763	8,763
PP	8,750	8,750
S1	8,738	8,738

Download as Excel Spreadsheet

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

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