NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	8,415	8,365	-50	-0.6%	8,670
High	8,455	8,370	-85	-1.0%	8,685
Low	8,360	8,275	-85	-1.0%	8,360
Close	8,375	8,285	-90	-1.1%	8,375
Range	95	95	0	0.0%	325
ATR	115	114	-1	-0.9%	0
Volume	3,858	3,077	-781	-20.2%	19,947

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,595	8,535	8,337
R3	8,500	8,440	8,311
R2	8,405	8,405	8,303
R1	8,345	8,345	8,294	8,328
PP	8,310	8,310	8,310	8,301
S1	8,250	8,250	8,276	8,233
S2	8,215	8,215	8,268
S3	8,120	8,155	8,259
S4	8,025	8,060	8,233

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,448	9,237	8,554
R3	9,123	8,912	8,465
R2	8,798	8,798	8,435
R1	8,587	8,587	8,405	8,530
PP	8,473	8,473	8,473	8,445
S1	8,262	8,262	8,345	8,205
S2	8,148	8,148	8,316
S3	7,823	7,937	8,286
S4	7,498	7,612	8,196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,620	8,275	345	4.2%	105	1.3%	3%	False	True	3,920
10	8,725	8,275	450	5.4%	132	1.6%	2%	False	True	4,982
20	8,755	8,110	645	7.8%	109	1.3%	27%	False	False	2,934
40	9,075	8,110	965	11.6%	67	0.8%	18%	False	False	1,475
60	9,075	8,110	965	11.6%	48	0.6%	18%	False	False	985

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	8,774
2.618	8,619
1.618	8,524
1.000	8,465
0.618	8,429
HIGH	8,370
0.618	8,334
0.500	8,323
0.382	8,311
LOW	8,275
0.618	8,216
1.000	8,180
1.618	8,121
2.618	8,026
4.250	7,871

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	8,323	8,365
PP	8,310	8,338
S1	8,298	8,312

Download as Excel Spreadsheet

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

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