NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	8,825	8,775	-50	-0.6%	8,800
High	8,830	8,795	-35	-0.4%	8,885
Low	8,770	8,730	-40	-0.5%	8,620
Close	8,775	8,760	-15	-0.2%	8,835
Range	60	65	5	8.3%	265
ATR	90	88	-2	-2.0%	0
Volume	6,701	16,372	9,671	144.3%	6,181

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,957	8,923	8,796
R3	8,892	8,858	8,778
R2	8,827	8,827	8,772
R1	8,793	8,793	8,766	8,778
PP	8,762	8,762	8,762	8,754
S1	8,728	8,728	8,754	8,713
S2	8,697	8,697	8,748
S3	8,632	8,663	8,742
S4	8,567	8,598	8,724

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,575	9,470	8,981
R3	9,310	9,205	8,908
R2	9,045	9,045	8,884
R1	8,940	8,940	8,859	8,993
PP	8,780	8,780	8,780	8,806
S1	8,675	8,675	8,811	8,728
S2	8,515	8,515	8,787
S3	8,250	8,410	8,762
S4	7,985	8,145	8,689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,885	8,620	265	3.0%	116	1.3%	53%	False	False	5,635
10	9,040	8,620	420	4.8%	93	1.1%	33%	False	False	2,981
20	9,245	8,620	625	7.1%	71	0.8%	22%	False	False	1,493
40	9,245	8,365	880	10.0%	40	0.5%	45%	False	False	748
60	9,245	8,365	880	10.0%	29	0.3%	45%	False	False	500

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	21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,071
2.618	8,965
1.618	8,900
1.000	8,860
0.618	8,835
HIGH	8,795
0.618	8,770
0.500	8,763
0.382	8,755
LOW	8,730
0.618	8,690
1.000	8,665
1.618	8,625
2.618	8,560
4.250	8,454

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	8,763	8,808
PP	8,762	8,792
S1	8,761	8,776

Download as Excel Spreadsheet

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

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