NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	8,670	8,580	-90	-1.0%	8,645
High	8,685	8,620	-65	-0.7%	8,730
Low	8,505	8,460	-45	-0.5%	8,515
Close	8,555	8,510	-45	-0.5%	8,665
Range	180	160	-20	-11.1%	215
ATR	118	121	3	2.5%	0
Volume	3,424	3,544	120	3.5%	33,539

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,010	8,920	8,598
R3	8,850	8,760	8,554
R2	8,690	8,690	8,539
R1	8,600	8,600	8,525	8,565
PP	8,530	8,530	8,530	8,513
S1	8,440	8,440	8,495	8,405
S2	8,370	8,370	8,481
S3	8,210	8,280	8,466
S4	8,050	8,120	8,422

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	8,460	265	3.1%	167	2.0%	19%	False	True	4,873
10	8,755	8,400	355	4.2%	148	1.7%	31%	False	False	4,249
20	8,755	8,110	645	7.6%	97	1.1%	62%	False	False	2,133
40	9,075	8,110	965	11.3%	57	0.7%	41%	False	False	1,074
60	9,075	8,110	965	11.3%	42	0.5%	41%	False	False	717

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,300
2.618	9,039
1.618	8,879
1.000	8,780
0.618	8,719
HIGH	8,620
0.618	8,559
0.500	8,540
0.382	8,521
LOW	8,460
0.618	8,361
1.000	8,300
1.618	8,201
2.618	8,041
4.250	7,780

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	8,540	8,573
PP	8,530	8,552
S1	8,520	8,531

Download as Excel Spreadsheet

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

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