NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	8,605	8,710	105	1.2%	8,345
High	8,630	8,755	125	1.4%	8,755
Low	8,565	8,645	80	0.9%	8,345
Close	8,600	8,655	55	0.6%	8,655
Range	65	110	45	69.2%	410
ATR	97	101	4	4.3%	0
Volume	363	1,069	706	194.5%	2,054

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,015	8,945	8,716
R3	8,905	8,835	8,685
R2	8,795	8,795	8,675
R1	8,725	8,725	8,665	8,705
PP	8,685	8,685	8,685	8,675
S1	8,615	8,615	8,645	8,595
S2	8,575	8,575	8,635
S3	8,465	8,505	8,625
S4	8,355	8,395	8,595

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,815	9,645	8,881
R3	9,405	9,235	8,768
R2	8,995	8,995	8,730
R1	8,825	8,825	8,693	8,910
PP	8,585	8,585	8,585	8,628
S1	8,415	8,415	8,618	8,500
S2	8,175	8,175	8,580
S3	7,765	8,005	8,542
S4	7,355	7,595	8,430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,755	8,345	410	4.7%	112	1.3%	76%	True	False	410
10	8,755	8,110	645	7.5%	83	1.0%	84%	True	False	213
20	8,775	8,110	665	7.7%	54	0.6%	82%	False	False	110
40	9,075	8,110	965	11.1%	36	0.4%	56%	False	False	62

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	10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,223
2.618	9,043
1.618	8,933
1.000	8,865
0.618	8,823
HIGH	8,755
0.618	8,713
0.500	8,700
0.382	8,687
LOW	8,645
0.618	8,577
1.000	8,535
1.618	8,467
2.618	8,357
4.250	8,178

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	8,700	8,629
PP	8,685	8,603
S1	8,670	8,578

Download as Excel Spreadsheet

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

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