NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	8,535	8,670	135	1.6%	8,645
High	8,670	8,685	15	0.2%	8,730
Low	8,515	8,505	-10	-0.1%	8,515
Close	8,665	8,555	-110	-1.3%	8,665
Range	155	180	25	16.1%	215
ATR	114	118	5	4.2%	0
Volume	3,023	3,424	401	13.3%	33,539

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,122	9,018	8,654
R3	8,942	8,838	8,605
R2	8,762	8,762	8,588
R1	8,658	8,658	8,572	8,620
PP	8,582	8,582	8,582	8,563
S1	8,478	8,478	8,539	8,440
S2	8,402	8,402	8,522
S3	8,222	8,298	8,506
S4	8,042	8,118	8,456

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,282	9,188	8,783
R3	9,067	8,973	8,724
R2	8,852	8,852	8,705
R1	8,758	8,758	8,685	8,805
PP	8,637	8,637	8,637	8,660
S1	8,543	8,543	8,645	8,590
S2	8,422	8,422	8,626
S3	8,207	8,328	8,606
S4	7,992	8,113	8,547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,725	8,505	220	2.6%	158	1.8%	23%	False	True	6,044
10	8,755	8,400	355	4.1%	137	1.6%	44%	False	False	3,897
20	8,755	8,110	645	7.5%	90	1.0%	69%	False	False	1,958
40	9,075	8,110	965	11.3%	53	0.6%	46%	False	False	985
60	9,075	8,110	965	11.3%	39	0.5%	46%	False	False	658

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,450
2.618	9,156
1.618	8,976
1.000	8,865
0.618	8,796
HIGH	8,685
0.618	8,616
0.500	8,595
0.382	8,574
LOW	8,505
0.618	8,394
1.000	8,325
1.618	8,214
2.618	8,034
4.250	7,740

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	8,595	8,613
PP	8,582	8,593
S1	8,568	8,574

Download as Excel Spreadsheet

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

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