NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	8,580	8,735	155	1.8%	8,500
High	8,755	8,855	100	1.1%	8,855
Low	8,565	8,730	165	1.9%	8,390
Close	8,740	8,825	85	1.0%	8,825
Range	190	125	-65	-34.2%	465
ATR	170	167	-3	-1.9%	0
Volume	9,371	7,173	-2,198	-23.5%	47,124

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,178	9,127	8,894
R3	9,053	9,002	8,860
R2	8,928	8,928	8,848
R1	8,877	8,877	8,837	8,903
PP	8,803	8,803	8,803	8,816
S1	8,752	8,752	8,814	8,778
S2	8,678	8,678	8,802
S3	8,553	8,627	8,791
S4	8,428	8,502	8,756

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,085	9,920	9,081
R3	9,620	9,455	8,953
R2	9,155	9,155	8,910
R1	8,990	8,990	8,868	9,073
PP	8,690	8,690	8,690	8,731
S1	8,525	8,525	8,783	8,608
S2	8,225	8,225	8,740
S3	7,760	8,060	8,697
S4	7,295	7,595	8,569

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	5.3%	166	1.9%	94%	True	False	9,424
10	8,965	8,390	575	6.5%	190	2.2%	76%	False	False	10,985
20	9,045	8,390	655	7.4%	156	1.8%	66%	False	False	5,647
40	10,120	8,390	1,730	19.6%	144	1.6%	25%	False	False	2,851
60	10,120	8,390	1,730	19.6%	96	1.1%	25%	False	False	1,902

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	35
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	9,386
2.618	9,182
1.618	9,057
1.000	8,980
0.618	8,932
HIGH	8,855
0.618	8,807
0.500	8,793
0.382	8,778
LOW	8,730
0.618	8,653
1.000	8,605
1.618	8,528
2.618	8,403
4.250	8,199

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	8,814	8,768
PP	8,803	8,712
S1	8,793	8,655

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

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