NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	8,560	8,635	75	0.9%	8,910
High	8,670	8,810	140	1.6%	8,915
Low	8,505	8,635	130	1.5%	8,525
Close	8,655	8,795	140	1.6%	8,555
Range	165	175	10	6.1%	390
ATR	124	127	4	3.0%	0
Volume	4,086	11,376	7,290	178.4%	16,424

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,272	9,208	8,891
R3	9,097	9,033	8,843
R2	8,922	8,922	8,827
R1	8,858	8,858	8,811	8,890
PP	8,747	8,747	8,747	8,763
S1	8,683	8,683	8,779	8,715
S2	8,572	8,572	8,763
S3	8,397	8,508	8,747
S4	8,222	8,333	8,699

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,835	9,585	8,770
R3	9,445	9,195	8,662
R2	9,055	9,055	8,627
R1	8,805	8,805	8,591	8,735
PP	8,665	8,665	8,665	8,630
S1	8,415	8,415	8,519	8,345
S2	8,275	8,275	8,484
S3	7,885	8,025	8,448
S4	7,495	7,635	8,341

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,810	8,505	305	3.5%	134	1.5%	95%	True	False	5,225
10	8,955	8,505	450	5.1%	134	1.5%	64%	False	False	4,585
20	9,235	8,505	730	8.3%	129	1.5%	40%	False	False	4,348
40	9,245	8,505	740	8.4%	118	1.3%	39%	False	False	3,619
60	9,245	8,365	880	10.0%	83	0.9%	49%	False	False	2,414
80	9,245	8,365	880	10.0%	64	0.7%	49%	False	False	1,811

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,554
2.618	9,268
1.618	9,093
1.000	8,985
0.618	8,918
HIGH	8,810
0.618	8,743
0.500	8,723
0.382	8,702
LOW	8,635
0.618	8,527
1.000	8,460
1.618	8,352
2.618	8,177
4.250	7,891

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	8,771	8,749
PP	8,747	8,703
S1	8,723	8,658

Download as Excel Spreadsheet

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

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