NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	8,735	8,720	-15	-0.2%	9,020
High	8,755	8,730	-25	-0.3%	9,080
Low	8,685	8,625	-60	-0.7%	8,665
Close	8,715	8,665	-50	-0.6%	8,750
Range	70	105	35	50.0%	415
ATR	142	139	-3	-1.8%	0
Volume	2,651	4,598	1,947	73.4%	22,040

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,988	8,932	8,723
R3	8,883	8,827	8,694
R2	8,778	8,778	8,684
R1	8,722	8,722	8,675	8,698
PP	8,673	8,673	8,673	8,661
S1	8,617	8,617	8,656	8,593
S2	8,568	8,568	8,646
S3	8,463	8,512	8,636
S4	8,358	8,407	8,607

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,077	9,828	8,978
R3	9,662	9,413	8,864
R2	9,247	9,247	8,826
R1	8,998	8,998	8,788	8,915
PP	8,832	8,832	8,832	8,790
S1	8,583	8,583	8,712	8,500
S2	8,417	8,417	8,674
S3	8,002	8,168	8,636
S4	7,587	7,753	8,522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,075	8,625	450	5.2%	143	1.7%	9%	False	True	4,864
10	9,115	8,625	490	5.7%	133	1.5%	8%	False	True	4,363
20	9,135	8,625	510	5.9%	150	1.7%	8%	False	True	4,985
40	9,235	8,505	730	8.4%	140	1.6%	22%	False	False	4,666
60	9,245	8,505	740	8.5%	129	1.5%	22%	False	False	4,075
80	9,245	8,365	880	10.2%	100	1.2%	34%	False	False	3,057
100	9,245	8,365	880	10.2%	81	0.9%	34%	False	False	2,446

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	32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,176
2.618	9,005
1.618	8,900
1.000	8,835
0.618	8,795
HIGH	8,730
0.618	8,690
0.500	8,678
0.382	8,665
LOW	8,625
0.618	8,560
1.000	8,520
1.618	8,455
2.618	8,350
4.250	8,179

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	8,678	8,710
PP	8,673	8,695
S1	8,669	8,680

Download as Excel Spreadsheet

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

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