NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	8,750	8,795	45	0.5%	8,600
High	8,765	8,920	155	1.8%	8,800
Low	8,605	8,765	160	1.9%	8,600
Close	8,765	8,915	150	1.7%	8,765
Range	160	155	-5	-3.1%	200
ATR	156	156	0	0.0%	0
Volume	137	46	-91	-66.4%	200

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,332	9,278	9,000
R3	9,177	9,123	8,958
R2	9,022	9,022	8,944
R1	8,968	8,968	8,929	8,995
PP	8,867	8,867	8,867	8,880
S1	8,813	8,813	8,901	8,840
S2	8,712	8,712	8,887
S3	8,557	8,658	8,873
S4	8,402	8,503	8,830

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	8,920	8,600	320	3.6%	136	1.5%	98%	True	False	44
10	9,110	8,600	510	5.7%	128	1.4%	62%	False	False	27
20	9,950	8,600	1,350	15.1%	176	2.0%	23%	False	False	59
40	10,120	8,600	1,520	17.0%	89	1.0%	21%	False	False	35

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,579
2.618	9,326
1.618	9,171
1.000	9,075
0.618	9,016
HIGH	8,920
0.618	8,861
0.500	8,843
0.382	8,824
LOW	8,765
0.618	8,669
1.000	8,610
1.618	8,514
2.618	8,359
4.250	8,106

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	8,891	8,864
PP	8,867	8,813
S1	8,843	8,763

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

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