NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	8,765	8,750	-15	-0.2%	8,600
High	8,800	8,765	-35	-0.4%	8,800
Low	8,700	8,605	-95	-1.1%	8,600
Close	8,715	8,765	50	0.6%	8,765
Range	100	160	60	60.0%	200
ATR	155	156	0	0.2%	0
Volume	22	137	115	522.7%	200

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,192	9,138	8,853
R3	9,032	8,978	8,809
R2	8,872	8,872	8,794
R1	8,818	8,818	8,780	8,845
PP	8,712	8,712	8,712	8,725
S1	8,658	8,658	8,750	8,685
S2	8,552	8,552	8,736
S3	8,392	8,498	8,721
S4	8,232	8,338	8,677

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,322	9,243	8,875
R3	9,122	9,043	8,820
R2	8,922	8,922	8,802
R1	8,843	8,843	8,783	8,883
PP	8,722	8,722	8,722	8,741
S1	8,643	8,643	8,747	8,683
S2	8,522	8,522	8,728
S3	8,322	8,443	8,710
S4	8,122	8,243	8,655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,800	8,600	200	2.3%	125	1.4%	83%	False	False	40
10	9,110	8,600	510	5.8%	122	1.4%	32%	False	False	24
20	9,950	8,600	1,350	15.4%	169	1.9%	12%	False	False	58
40	10,120	8,600	1,520	17.3%	85	1.0%	11%	False	False	34

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	5
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	9,445
2.618	9,184
1.618	9,024
1.000	8,925
0.618	8,864
HIGH	8,765
0.618	8,704
0.500	8,685
0.382	8,666
LOW	8,605
0.618	8,506
1.000	8,445
1.618	8,346
2.618	8,186
4.250	7,925

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	8,738	8,743
PP	8,712	8,722
S1	8,685	8,700

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

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