NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	8,700	8,550	-150	-1.7%	9,075
High	8,775	8,555	-220	-2.5%	9,075
Low	8,700	8,540	-160	-1.8%	8,680
Close	8,775	8,605	-170	-1.9%	8,750
Range	75	15	-60	-80.0%	395
ATR	56	69	13	22.6%	0
Volume	2	2	0	0.0%	234

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,612	8,623	8,613
R3	8,597	8,608	8,609
R2	8,582	8,582	8,608
R1	8,593	8,593	8,607	8,588
PP	8,567	8,567	8,567	8,564
S1	8,578	8,578	8,604	8,573
S2	8,552	8,552	8,602
S3	8,537	8,563	8,601
S4	8,522	8,548	8,597

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	8,540	260	3.0%	27	0.3%	25%	False	True	4
10	9,075	8,540	535	6.2%	20	0.2%	12%	False	True	25
20	9,075	8,540	535	6.2%	14	0.2%	12%	False	True	14
40	9,075	8,395	680	7.9%	12	0.1%	31%	False	False	8

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	3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,619
2.618	8,594
1.618	8,579
1.000	8,570
0.618	8,564
HIGH	8,555
0.618	8,549
0.500	8,548
0.382	8,546
LOW	8,540
0.618	8,531
1.000	8,525
1.618	8,516
2.618	8,501
4.250	8,476

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	8,586	8,658
PP	8,567	8,640
S1	8,548	8,623

Download as Excel Spreadsheet

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

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