NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	8,795	8,885	90	1.0%	8,600
High	8,920	8,925	5	0.1%	8,800
Low	8,765	8,855	90	1.0%	8,600
Close	8,915	8,865	-50	-0.6%	8,765
Range	155	70	-85	-54.8%	200
ATR	156	150	-6	-3.9%	0
Volume	46	110	64	139.1%	200

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,092	9,048	8,904
R3	9,022	8,978	8,884
R2	8,952	8,952	8,878
R1	8,908	8,908	8,872	8,895
PP	8,882	8,882	8,882	8,875
S1	8,838	8,838	8,859	8,825
S2	8,812	8,812	8,852
S3	8,742	8,768	8,846
S4	8,672	8,698	8,827

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	8,925	8,600	325	3.7%	127	1.4%	82%	True	False	64
10	9,110	8,600	510	5.8%	121	1.4%	52%	False	False	36
20	9,705	8,600	1,105	12.5%	179	2.0%	24%	False	False	65
40	10,120	8,600	1,520	17.1%	91	1.0%	17%	False	False	38

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	11
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	9,223
2.618	9,108
1.618	9,038
1.000	8,995
0.618	8,968
HIGH	8,925
0.618	8,898
0.500	8,890
0.382	8,882
LOW	8,855
0.618	8,812
1.000	8,785
1.618	8,742
2.618	8,672
4.250	8,558

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	8,890	8,832
PP	8,882	8,798
S1	8,873	8,765

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

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