NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	8,575	8,570	-5	-0.1%	8,480
High	8,600	8,590	-10	-0.1%	8,550
Low	8,540	8,505	-35	-0.4%	8,350
Close	8,570	8,530	-40	-0.5%	8,415
Range	60	85	25	41.7%	200
ATR	119	116	-2	-2.0%	0
Volume	4,384	3,497	-887	-20.2%	6,867

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,797	8,748	8,577
R3	8,712	8,663	8,554
R2	8,627	8,627	8,546
R1	8,578	8,578	8,538	8,560
PP	8,542	8,542	8,542	8,533
S1	8,493	8,493	8,522	8,475
S2	8,457	8,457	8,515
S3	8,372	8,408	8,507
S4	8,287	8,323	8,483

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,038	8,927	8,525
R3	8,838	8,727	8,470
R2	8,638	8,638	8,452
R1	8,527	8,527	8,433	8,483
PP	8,438	8,438	8,438	8,416
S1	8,327	8,327	8,397	8,283
S2	8,238	8,238	8,378
S3	8,038	8,127	8,360
S4	7,838	7,927	8,305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,600	8,350	250	2.9%	90	1.1%	72%	False	False	2,772
10	8,600	8,325	275	3.2%	104	1.2%	75%	False	False	2,592
20	8,725	8,275	450	5.3%	118	1.4%	57%	False	False	3,787
40	8,775	8,110	665	7.8%	88	1.0%	63%	False	False	2,117
60	9,075	8,110	965	11.3%	65	0.8%	44%	False	False	1,416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,951
2.618	8,813
1.618	8,728
1.000	8,675
0.618	8,643
HIGH	8,590
0.618	8,558
0.500	8,548
0.382	8,538
LOW	8,505
0.618	8,453
1.000	8,420
1.618	8,368
2.618	8,283
4.250	8,144

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	8,548	8,519
PP	8,542	8,508
S1	8,536	8,498

Download as Excel Spreadsheet

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

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