NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	8,300	8,195	-105	-1.3%	8,570
High	8,300	8,195	-105	-1.3%	8,570
Low	8,295	8,185	-110	-1.3%	8,385
Close	8,265	8,155	-110	-1.3%	8,400
Range	5	10	5	100.0%	185
ATR	67	68	1	1.4%	0
Volume	22	4	-18	-81.8%	79

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,208	8,192	8,161
R3	8,198	8,182	8,158
R2	8,188	8,188	8,157
R1	8,172	8,172	8,156	8,175
PP	8,178	8,178	8,178	8,180
S1	8,162	8,162	8,154	8,165
S2	8,168	8,168	8,153
S3	8,158	8,152	8,152
S4	8,148	8,142	8,150

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,007	8,888	8,502
R3	8,822	8,703	8,451
R2	8,637	8,637	8,434
R1	8,518	8,518	8,417	8,485
PP	8,452	8,452	8,452	8,435
S1	8,333	8,333	8,383	8,300
S2	8,267	8,267	8,366
S3	8,082	8,148	8,349
S4	7,897	7,963	8,298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,445	8,185	260	3.2%	47	0.6%	-12%	False	True	15
10	8,615	8,185	430	5.3%	33	0.4%	-7%	False	True	13
20	9,075	8,185	890	10.9%	26	0.3%	-3%	False	True	19
40	9,075	8,185	890	10.9%	20	0.2%	-3%	False	True	11

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 2 trading days

Fibonacci Retracements and Extensions
4.250	8,238
2.618	8,221
1.618	8,211
1.000	8,205
0.618	8,201
HIGH	8,195
0.618	8,191
0.500	8,190
0.382	8,189
LOW	8,185
0.618	8,179
1.000	8,175
1.618	8,169
2.618	8,159
4.250	8,143

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	8,190	8,265
PP	8,178	8,228
S1	8,167	8,192

Download as Excel Spreadsheet

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

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