NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	8,890	9,025	135	1.5%	8,600
High	9,025	9,045	20	0.2%	8,800
Low	8,890	8,960	70	0.8%	8,600
Close	8,985	8,965	-20	-0.2%	8,765
Range	135	85	-50	-37.0%	200
ATR	150	146	-5	-3.1%	0
Volume	953	1,778	825	86.6%	200

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,245	9,190	9,012
R3	9,160	9,105	8,989
R2	9,075	9,075	8,981
R1	9,020	9,020	8,973	9,005
PP	8,990	8,990	8,990	8,983
S1	8,935	8,935	8,957	8,920
S2	8,905	8,905	8,950
S3	8,820	8,850	8,942
S4	8,735	8,765	8,918

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	9,045	8,605	440	4.9%	121	1.3%	82%	True	False	604
10	9,045	8,600	445	5.0%	122	1.4%	82%	True	False	309
20	9,265	8,600	665	7.4%	177	2.0%	55%	False	False	201
40	10,120	8,600	1,520	17.0%	96	1.1%	24%	False	False	106

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	13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,406
2.618	9,268
1.618	9,183
1.000	9,130
0.618	9,098
HIGH	9,045
0.618	9,013
0.500	9,003
0.382	8,993
LOW	8,960
0.618	8,908
1.000	8,875
1.618	8,823
2.618	8,738
4.250	8,599

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	9,003	8,960
PP	8,990	8,955
S1	8,978	8,950

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

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