NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 28-Dec-2011

Day Change Summary
	Previous	Current
	27-Dec-2011	28-Dec-2011	Change	Change %	Previous Week
Open	8,480	8,460	-20	-0.2%	8,365
High	8,550	8,465	-85	-1.0%	8,560
Low	8,445	8,360	-85	-1.0%	8,275
Close	8,460	8,390	-70	-0.8%	8,550
Range	105	105	0	0.0%	285
ATR	117	116	-1	-0.7%	0
Volume	888	2,427	1,539	173.3%	14,249

Daily Pivots for day following 28-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,720	8,660	8,448
R3	8,615	8,555	8,419
R2	8,510	8,510	8,409
R1	8,450	8,450	8,400	8,428
PP	8,405	8,405	8,405	8,394
S1	8,345	8,345	8,381	8,323
S2	8,300	8,300	8,371
S3	8,195	8,240	8,361
S4	8,090	8,135	8,332

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,317	9,218	8,707
R3	9,032	8,933	8,629
R2	8,747	8,747	8,602
R1	8,648	8,648	8,576	8,698
PP	8,462	8,462	8,462	8,486
S1	8,363	8,363	8,524	8,413
S2	8,177	8,177	8,498
S3	7,892	8,078	8,472
S4	7,607	7,793	8,393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,560	8,360	200	2.4%	104	1.2%	15%	False	True	2,206
10	8,560	8,275	285	3.4%	106	1.3%	40%	False	False	3,054
20	8,755	8,275	480	5.7%	127	1.5%	24%	False	False	3,651
40	8,895	8,110	785	9.4%	81	1.0%	36%	False	False	1,837
60	9,075	8,110	965	11.5%	59	0.7%	29%	False	False	1,226

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	21

Fibonacci Retracements and Extensions
4.250	8,911
2.618	8,740
1.618	8,635
1.000	8,570
0.618	8,530
HIGH	8,465
0.618	8,425
0.500	8,413
0.382	8,400
LOW	8,360
0.618	8,295
1.000	8,255
1.618	8,190
2.618	8,085
4.250	7,914

Fisher Pivots for day following 28-Dec-2011
Pivot	1 day	3 day
R1	8,413	8,460
PP	8,405	8,437
S1	8,398	8,413

Download as Excel Spreadsheet

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

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