NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	8,460	8,385	-75	-0.9%	8,365
High	8,465	8,465	0	0.0%	8,560
Low	8,360	8,350	-10	-0.1%	8,275
Close	8,390	8,460	70	0.8%	8,550
Range	105	115	10	9.5%	285
ATR	116	116	0	0.0%	0
Volume	2,427	1,928	-499	-20.6%	14,249

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,770	8,730	8,523
R3	8,655	8,615	8,492
R2	8,540	8,540	8,481
R1	8,500	8,500	8,471	8,520
PP	8,425	8,425	8,425	8,435
S1	8,385	8,385	8,450	8,405
S2	8,310	8,310	8,439
S3	8,195	8,270	8,429
S4	8,080	8,155	8,397

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	8,350	210	2.5%	105	1.2%	52%	False	True	1,950
10	8,560	8,275	285	3.4%	107	1.3%	65%	False	False	2,865
20	8,755	8,275	480	5.7%	119	1.4%	39%	False	False	3,720
40	8,800	8,110	690	8.2%	83	1.0%	51%	False	False	1,885
60	9,075	8,110	965	11.4%	61	0.7%	36%	False	False	1,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,954
2.618	8,766
1.618	8,651
1.000	8,580
0.618	8,536
HIGH	8,465
0.618	8,421
0.500	8,408
0.382	8,394
LOW	8,350
0.618	8,279
1.000	8,235
1.618	8,164
2.618	8,049
4.250	7,861

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	8,443	8,457
PP	8,425	8,453
S1	8,408	8,450

Download as Excel Spreadsheet

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

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