NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	8,590	8,720	130	1.5%	8,345
High	8,725	8,720	-5	-0.1%	8,755
Low	8,590	8,515	-75	-0.9%	8,345
Close	8,715	8,540	-175	-2.0%	8,655
Range	135	205	70	51.9%	410
ATR	103	111	7	7.0%	0
Volume	7,595	6,783	-812	-10.7%	2,054

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,207	9,078	8,653
R3	9,002	8,873	8,597
R2	8,797	8,797	8,578
R1	8,668	8,668	8,559	8,630
PP	8,592	8,592	8,592	8,573
S1	8,463	8,463	8,521	8,425
S2	8,387	8,387	8,503
S3	8,182	8,258	8,484
S4	7,977	8,053	8,427

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	8,515	240	2.8%	130	1.5%	10%	False	True	6,317
10	8,755	8,110	645	7.6%	120	1.4%	67%	False	False	3,259
20	8,755	8,110	645	7.6%	76	0.9%	67%	False	False	1,636
40	9,075	8,110	965	11.3%	45	0.5%	45%	False	False	825
60	9,075	8,110	965	11.3%	33	0.4%	45%	False	False	551

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 6 trading days

Fibonacci Retracements and Extensions
4.250	9,591
2.618	9,257
1.618	9,052
1.000	8,925
0.618	8,847
HIGH	8,720
0.618	8,642
0.500	8,618
0.382	8,593
LOW	8,515
0.618	8,388
1.000	8,310
1.618	8,183
2.618	7,978
4.250	7,644

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	8,618	8,620
PP	8,592	8,593
S1	8,566	8,567

Download as Excel Spreadsheet

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

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