NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	8,855	8,825	-30	-0.3%	8,770
High	8,890	8,835	-55	-0.6%	8,920
Low	8,805	8,750	-55	-0.6%	8,745
Close	8,835	8,770	-65	-0.7%	8,835
Range	85	85	0	0.0%	175
ATR	104	103	-1	-1.3%	0
Volume	3,460	5,668	2,208	63.8%	21,977

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,040	8,990	8,817
R3	8,955	8,905	8,794
R2	8,870	8,870	8,786
R1	8,820	8,820	8,778	8,803
PP	8,785	8,785	8,785	8,776
S1	8,735	8,735	8,762	8,718
S2	8,700	8,700	8,755
S3	8,615	8,650	8,747
S4	8,530	8,565	8,723

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,358	9,272	8,931
R3	9,183	9,097	8,883
R2	9,008	9,008	8,867
R1	8,922	8,922	8,851	8,965
PP	8,833	8,833	8,833	8,855
S1	8,747	8,747	8,819	8,790
S2	8,658	8,658	8,803
S3	8,483	8,572	8,787
S4	8,308	8,397	8,739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,920	8,750	170	1.9%	82	0.9%	12%	False	True	4,774
10	8,920	8,355	565	6.4%	104	1.2%	73%	False	False	4,970
20	8,920	8,300	620	7.1%	97	1.1%	76%	False	False	4,485
40	8,920	8,275	645	7.4%	108	1.2%	77%	False	False	4,102
60	8,920	8,110	810	9.2%	88	1.0%	81%	False	False	2,751
80	9,075	8,110	965	11.0%	70	0.8%	68%	False	False	2,064

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	24

Fibonacci Retracements and Extensions
4.250	9,196
2.618	9,058
1.618	8,973
1.000	8,920
0.618	8,888
HIGH	8,835
0.618	8,803
0.500	8,793
0.382	8,783
LOW	8,750
0.618	8,698
1.000	8,665
1.618	8,613
2.618	8,528
4.250	8,389

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	8,793	8,835
PP	8,785	8,813
S1	8,778	8,792

Download as Excel Spreadsheet

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

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