NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	8,830	8,740	-90	-1.0%	8,770
High	8,855	8,760	-95	-1.1%	8,855
Low	8,705	8,460	-245	-2.8%	8,460
Close	8,735	8,510	-225	-2.6%	8,510
Range	150	300	150	100.0%	395
ATR	157	167	10	6.5%	0
Volume	13,369	11,793	-1,576	-11.8%	60,318

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,477	9,293	8,675
R3	9,177	8,993	8,593
R2	8,877	8,877	8,565
R1	8,693	8,693	8,538	8,635
PP	8,577	8,577	8,577	8,548
S1	8,393	8,393	8,483	8,335
S2	8,277	8,277	8,455
S3	7,977	8,093	8,428
S4	7,677	7,793	8,345

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,793	9,547	8,727
R3	9,398	9,152	8,619
R2	9,003	9,003	8,583
R1	8,757	8,757	8,546	8,683
PP	8,608	8,608	8,608	8,571
S1	8,362	8,362	8,474	8,288
S2	8,213	8,213	8,438
S3	7,818	7,967	8,402
S4	7,423	7,572	8,293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,965	8,460	505	5.9%	214	2.5%	10%	False	True	12,545
10	9,045	8,460	585	6.9%	168	2.0%	9%	False	True	6,575
20	9,110	8,460	650	7.6%	141	1.7%	8%	False	True	3,293
40	10,120	8,460	1,660	19.5%	123	1.4%	3%	False	True	1,674
60	10,120	8,460	1,660	19.5%	83	1.0%	3%	False	True	1,117

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	24
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	10,035
2.618	9,546
1.618	9,246
1.000	9,060
0.618	8,946
HIGH	8,760
0.618	8,646
0.500	8,610
0.382	8,575
LOW	8,460
0.618	8,275
1.000	8,160
1.618	7,975
2.618	7,675
4.250	7,185

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	8,610	8,658
PP	8,577	8,608
S1	8,543	8,559

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

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