NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	8,720	8,685	-35	-0.4%	9,020
High	8,730	8,790	60	0.7%	9,080
Low	8,625	8,665	40	0.5%	8,665
Close	8,665	8,685	20	0.2%	8,750
Range	105	125	20	19.0%	415
ATR	139	138	-1	-0.7%	0
Volume	4,598	8,510	3,912	85.1%	22,040

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,088	9,012	8,754
R3	8,963	8,887	8,720
R2	8,838	8,838	8,708
R1	8,762	8,762	8,697	8,748
PP	8,713	8,713	8,713	8,706
S1	8,637	8,637	8,674	8,623
S2	8,588	8,588	8,662
S3	8,463	8,512	8,651
S4	8,338	8,387	8,616

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	8,905	8,625	280	3.2%	118	1.4%	21%	False	False	5,332
10	9,115	8,625	490	5.6%	135	1.6%	12%	False	False	4,747
20	9,135	8,625	510	5.9%	151	1.7%	12%	False	False	5,055
40	9,165	8,505	660	7.6%	140	1.6%	27%	False	False	4,728
60	9,245	8,505	740	8.5%	130	1.5%	24%	False	False	4,216
80	9,245	8,365	880	10.1%	102	1.2%	36%	False	False	3,163
100	9,245	8,365	880	10.1%	82	0.9%	36%	False	False	2,531

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	33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,321
2.618	9,117
1.618	8,992
1.000	8,915
0.618	8,867
HIGH	8,790
0.618	8,742
0.500	8,728
0.382	8,713
LOW	8,665
0.618	8,588
1.000	8,540
1.618	8,463
2.618	8,338
4.250	8,134

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	8,728	8,708
PP	8,713	8,700
S1	8,699	8,693

Download as Excel Spreadsheet

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

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