NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	8,740	8,500	-240	-2.7%	8,770
High	8,760	8,540	-220	-2.5%	8,855
Low	8,460	8,390	-70	-0.8%	8,460
Close	8,510	8,535	25	0.3%	8,510
Range	300	150	-150	-50.0%	395
ATR	167	166	-1	-0.7%	0
Volume	11,793	8,801	-2,992	-25.4%	60,318

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,938	8,887	8,618
R3	8,788	8,737	8,576
R2	8,638	8,638	8,563
R1	8,587	8,587	8,549	8,613
PP	8,488	8,488	8,488	8,501
S1	8,437	8,437	8,521	8,463
S2	8,338	8,338	8,508
S3	8,188	8,287	8,494
S4	8,038	8,137	8,453

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	8,855	8,390	465	5.4%	204	2.4%	31%	False	True	13,823
10	9,045	8,390	655	7.7%	167	2.0%	22%	False	True	7,441
20	9,110	8,390	720	8.4%	144	1.7%	20%	False	True	3,732
40	10,120	8,390	1,730	20.3%	127	1.5%	8%	False	True	1,894
60	10,120	8,390	1,730	20.3%	85	1.0%	8%	False	True	1,264

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	26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,178
2.618	8,933
1.618	8,783
1.000	8,690
0.618	8,633
HIGH	8,540
0.618	8,483
0.500	8,465
0.382	8,447
LOW	8,390
0.618	8,297
1.000	8,240
1.618	8,147
2.618	7,997
4.250	7,753

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	8,512	8,623
PP	8,488	8,593
S1	8,465	8,564

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

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