NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	9,795	9,730	-65	-0.7%	9,500
High	9,870	9,865	-5	-0.1%	9,750
Low	9,715	9,640	-75	-0.8%	9,435
Close	9,765	9,790	25	0.3%	9,710
Range	155	225	70	45.2%	315
ATR	144	150	6	4.0%	0
Volume	6,830	11,824	4,994	73.1%	25,386

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,440	10,340	9,914
R3	10,215	10,115	9,852
R2	9,990	9,990	9,831
R1	9,890	9,890	9,811	9,940
PP	9,765	9,765	9,765	9,790
S1	9,665	9,665	9,770	9,715
S2	9,540	9,540	9,749
S3	9,315	9,440	9,728
S4	9,090	9,215	9,666

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,577	10,458	9,883
R3	10,262	10,143	9,797
R2	9,947	9,947	9,768
R1	9,828	9,828	9,739	9,888
PP	9,632	9,632	9,632	9,661
S1	9,513	9,513	9,681	9,573
S2	9,317	9,317	9,652
S3	9,002	9,198	9,624
S4	8,687	8,883	9,537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,870	9,480	390	4.0%	224	2.3%	79%	False	False	9,116
10	9,870	9,215	655	6.7%	183	1.9%	88%	False	False	8,133
20	9,870	8,830	1,040	10.6%	143	1.5%	92%	False	False	6,839
40	9,870	8,300	1,570	16.0%	122	1.2%	95%	False	False	5,731
60	9,870	8,275	1,595	16.3%	120	1.2%	95%	False	False	5,137
80	9,870	8,110	1,760	18.0%	104	1.1%	95%	False	False	3,880
100	9,870	8,110	1,760	18.0%	87	0.9%	95%	False	False	3,107

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,821
2.618	10,454
1.618	10,229
1.000	10,090
0.618	10,004
HIGH	9,865
0.618	9,779
0.500	9,753
0.382	9,726
LOW	9,640
0.618	9,501
1.000	9,415
1.618	9,276
2.618	9,051
4.250	8,684

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	9,778	9,761
PP	9,765	9,732
S1	9,753	9,703

Download as Excel Spreadsheet

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

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