NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 04-Oct-2012

Day Change Summary
	Previous	Current
	03-Oct-2012	04-Oct-2012	Change	Change %	Previous Week
Open	8,790	8,810	20	0.2%	9,045
High	8,820	8,900	80	0.9%	9,065
Low	8,745	8,750	5	0.1%	8,830
Close	8,795	8,860	65	0.7%	8,870
Range	75	150	75	100.0%	235
ATR	115	118	2	2.2%	0
Volume	4,506	5,049	543	12.1%	18,263

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,287	9,223	8,943
R3	9,137	9,073	8,901
R2	8,987	8,987	8,888
R1	8,923	8,923	8,874	8,955
PP	8,837	8,837	8,837	8,853
S1	8,773	8,773	8,846	8,805
S2	8,687	8,687	8,833
S3	8,537	8,623	8,819
S4	8,387	8,473	8,778

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,627	9,483	8,999
R3	9,392	9,248	8,935
R2	9,157	9,157	8,913
R1	9,013	9,013	8,892	8,968
PP	8,922	8,922	8,922	8,899
S1	8,778	8,778	8,849	8,733
S2	8,687	8,687	8,827
S3	8,452	8,543	8,806
S4	8,217	8,308	8,741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,010	8,745	265	3.0%	122	1.4%	43%	False	False	4,812
10	9,100	8,745	355	4.0%	117	1.3%	32%	False	False	3,997
20	9,235	8,730	505	5.7%	127	1.4%	26%	False	False	5,207
40	9,245	8,620	625	7.1%	94	1.1%	38%	False	False	2,714
60	9,245	8,365	880	9.9%	65	0.7%	56%	False	False	1,809

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,538
2.618	9,293
1.618	9,143
1.000	9,050
0.618	8,993
HIGH	8,900
0.618	8,843
0.500	8,825
0.382	8,807
LOW	8,750
0.618	8,657
1.000	8,600
1.618	8,507
2.618	8,357
4.250	8,113

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	8,848	8,848
PP	8,837	8,835
S1	8,825	8,823

Download as Excel Spreadsheet

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

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