NIKKEI 225 Index Future (Globex) December 2012

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

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	8,775	8,755	-20	-0.2%	8,800
High	8,795	8,940	145	1.6%	8,885
Low	8,730	8,755	25	0.3%	8,620
Close	8,760	8,890	130	1.5%	8,835
Range	65	185	120	184.6%	265
ATR	88	95	7	7.8%	0
Volume	16,372	3,046	-13,326	-81.4%	6,181

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,417	9,338	8,992
R3	9,232	9,153	8,941
R2	9,047	9,047	8,924
R1	8,968	8,968	8,907	9,008
PP	8,862	8,862	8,862	8,881
S1	8,783	8,783	8,873	8,823
S2	8,677	8,677	8,856
S3	8,492	8,598	8,839
S4	8,307	8,413	8,788

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	8,940	8,620	320	3.6%	125	1.4%	84%	True	False	6,088
10	9,040	8,620	420	4.7%	105	1.2%	64%	False	False	3,286
20	9,245	8,620	625	7.0%	80	0.9%	43%	False	False	1,645
40	9,245	8,365	880	9.9%	45	0.5%	60%	False	False	824
60	9,245	8,365	880	9.9%	31	0.3%	60%	False	False	550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,726
2.618	9,424
1.618	9,239
1.000	9,125
0.618	9,054
HIGH	8,940
0.618	8,869
0.500	8,848
0.382	8,826
LOW	8,755
0.618	8,641
1.000	8,570
1.618	8,456
2.618	8,271
4.250	7,969

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	8,876	8,872
PP	8,862	8,853
S1	8,848	8,835

Download as Excel Spreadsheet

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

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