NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	8,450	8,440	-10	-0.1%	8,575
High	8,460	8,455	-5	-0.1%	8,600
Low	8,415	8,370	-45	-0.5%	8,350
Close	8,450	8,420	-30	-0.4%	8,360
Range	45	85	40	88.9%	250
ATR	110	109	-2	-1.6%	0
Volume	4,083	5,830	1,747	42.8%	16,103

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,670	8,630	8,467
R3	8,585	8,545	8,444
R2	8,500	8,500	8,436
R1	8,460	8,460	8,428	8,438
PP	8,415	8,415	8,415	8,404
S1	8,375	8,375	8,412	8,353
S2	8,330	8,330	8,405
S3	8,245	8,290	8,397
S4	8,160	8,205	8,373

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,187	9,023	8,498
R3	8,937	8,773	8,429
R2	8,687	8,687	8,406
R1	8,523	8,523	8,383	8,480
PP	8,437	8,437	8,437	8,415
S1	8,273	8,273	8,337	8,230
S2	8,187	8,187	8,314
S3	7,937	8,023	8,291
S4	7,687	7,773	8,223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,505	8,300	205	2.4%	101	1.2%	59%	False	False	3,873
10	8,600	8,300	300	3.6%	93	1.1%	40%	False	False	3,484
20	8,600	8,275	325	3.9%	99	1.2%	45%	False	False	3,269
40	8,755	8,110	645	7.7%	98	1.2%	48%	False	False	2,701
60	9,075	8,110	965	11.5%	71	0.8%	32%	False	False	1,806
80	9,075	8,110	965	11.5%	56	0.7%	32%	False	False	1,355

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,816
2.618	8,678
1.618	8,593
1.000	8,540
0.618	8,508
HIGH	8,455
0.618	8,423
0.500	8,413
0.382	8,403
LOW	8,370
0.618	8,318
1.000	8,285
1.618	8,233
2.618	8,148
4.250	8,009

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	8,418	8,420
PP	8,415	8,420
S1	8,413	8,420

Download as Excel Spreadsheet

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

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