NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	8,665	8,590	-75	-0.9%	8,345
High	8,675	8,725	50	0.6%	8,755
Low	8,560	8,590	30	0.4%	8,345
Close	8,600	8,715	115	1.3%	8,655
Range	115	135	20	17.4%	410
ATR	101	103	2	2.4%	0
Volume	9,396	7,595	-1,801	-19.2%	2,054

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,082	9,033	8,789
R3	8,947	8,898	8,752
R2	8,812	8,812	8,740
R1	8,763	8,763	8,728	8,788
PP	8,677	8,677	8,677	8,689
S1	8,628	8,628	8,703	8,653
S2	8,542	8,542	8,690
S3	8,407	8,493	8,678
S4	8,272	8,358	8,641

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	8,560	195	2.2%	102	1.2%	79%	False	False	5,033
10	8,755	8,110	645	7.4%	100	1.1%	94%	False	False	2,581
20	8,755	8,110	645	7.4%	67	0.8%	94%	False	False	1,297
40	9,075	8,110	965	11.1%	44	0.5%	63%	False	False	655
60	9,075	8,110	965	11.1%	30	0.3%	63%	False	False	438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,299
2.618	9,079
1.618	8,944
1.000	8,860
0.618	8,809
HIGH	8,725
0.618	8,674
0.500	8,658
0.382	8,642
LOW	8,590
0.618	8,507
1.000	8,455
1.618	8,372
2.618	8,237
4.250	8,016

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	8,696	8,692
PP	8,677	8,668
S1	8,658	8,645

Download as Excel Spreadsheet

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

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