NIKKEI 225 Index Future (Globex) June 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	9,690	9,615	-75	-0.8%	9,415
High	9,730	9,755	25	0.3%	9,645
Low	9,665	9,615	-50	-0.5%	9,415
Close	9,700	9,730	30	0.3%	9,645
Range	65	140	75	115.4%	230
ATR	105	107	3	2.4%	0
Volume	30	138	108	360.0%	0

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,120	10,065	9,807
R3	9,980	9,925	9,769
R2	9,840	9,840	9,756
R1	9,785	9,785	9,743	9,813
PP	9,700	9,700	9,700	9,714
S1	9,645	9,645	9,717	9,673
S2	9,560	9,560	9,704
S3	9,420	9,505	9,692
S4	9,280	9,365	9,653

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,258	10,182	9,772
R3	10,028	9,952	9,708
R2	9,798	9,798	9,687
R1	9,722	9,722	9,666	9,760
PP	9,568	9,568	9,568	9,588
S1	9,492	9,492	9,624	9,530
S2	9,338	9,338	9,603
S3	9,108	9,262	9,582
S4	8,878	9,032	9,519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,755	9,535	220	2.3%	50	0.5%	89%	True	False	42
10	9,755	8,605	1,150	11.8%	25	0.3%	98%	True	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	10,350
2.618	10,122
1.618	9,982
1.000	9,895
0.618	9,842
HIGH	9,755
0.618	9,702
0.500	9,685
0.382	9,669
LOW	9,615
0.618	9,529
1.000	9,475
1.618	9,389
2.618	9,249
4.250	9,020

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	9,715	9,715
PP	9,700	9,700
S1	9,685	9,685

Download as Excel Spreadsheet

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

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