NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	8,550	8,585	35	0.4%	9,075
High	8,555	8,615	60	0.7%	9,075
Low	8,540	8,585	45	0.5%	8,680
Close	8,605	8,535	-70	-0.8%	8,750
Range	15	30	15	100.0%	395
ATR	69	66	-3	-4.0%	0
Volume	2	5	3	150.0%	234

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,668	8,632	8,552
R3	8,638	8,602	8,543
R2	8,608	8,608	8,541
R1	8,572	8,572	8,538	8,575
PP	8,578	8,578	8,578	8,580
S1	8,542	8,542	8,532	8,545
S2	8,548	8,548	8,530
S3	8,518	8,512	8,527
S4	8,488	8,482	8,519

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	8,775	8,540	235	2.8%	24	0.3%	-2%	False	False	3
10	9,075	8,540	535	6.3%	20	0.2%	-1%	False	False	25
20	9,075	8,540	535	6.3%	15	0.2%	-1%	False	False	14
40	9,075	8,395	680	8.0%	13	0.1%	21%	False	False	8

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	3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,743
2.618	8,694
1.618	8,664
1.000	8,645
0.618	8,634
HIGH	8,615
0.618	8,604
0.500	8,600
0.382	8,597
LOW	8,585
0.618	8,567
1.000	8,555
1.618	8,537
2.618	8,507
4.250	8,458

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	8,600	8,658
PP	8,578	8,617
S1	8,557	8,576

Download as Excel Spreadsheet

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

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