NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	8,680	8,750	70	0.8%	8,935
High	8,795	8,750	-45	-0.5%	9,110
Low	8,680	8,600	-80	-0.9%	8,600
Close	8,810	8,745	-65	-0.7%	8,605
Range	115	150	35	30.4%	510
ATR	156	160	4	2.5%	0
Volume	10	7	-3	-30.0%	42

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,148	9,097	8,828
R3	8,998	8,947	8,786
R2	8,848	8,848	8,773
R1	8,797	8,797	8,759	8,748
PP	8,698	8,698	8,698	8,674
S1	8,647	8,647	8,731	8,598
S2	8,548	8,548	8,718
S3	8,398	8,497	8,704
S4	8,248	8,347	8,663

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,302	9,963	8,886
R3	9,792	9,453	8,745
R2	9,282	9,282	8,699
R1	8,943	8,943	8,652	8,858
PP	8,772	8,772	8,772	8,729
S1	8,433	8,433	8,558	8,348
S2	8,262	8,262	8,512
S3	7,752	7,923	8,465
S4	7,242	7,413	8,325

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,795	8,600	195	2.2%	115	1.3%	74%	False	True	10
10	9,110	8,600	510	5.8%	139	1.6%	28%	False	True	90
20	9,950	8,600	1,350	15.4%	157	1.8%	11%	False	True	52
40	10,120	8,600	1,520	17.4%	79	0.9%	10%	False	True	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	9,388
2.618	9,143
1.618	8,993
1.000	8,900
0.618	8,843
HIGH	8,750
0.618	8,693
0.500	8,675
0.382	8,657
LOW	8,600
0.618	8,507
1.000	8,450
1.618	8,357
2.618	8,207
4.250	7,963

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	8,722	8,729
PP	8,698	8,713
S1	8,675	8,698

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

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