NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	8,800	8,670	-130	-1.5%	8,500
High	8,800	8,745	-55	-0.6%	8,855
Low	8,625	8,635	10	0.1%	8,390
Close	8,700	8,645	-55	-0.6%	8,825
Range	175	110	-65	-37.1%	465
ATR	169	165	-4	-2.5%	0
Volume	6,172	6,250	78	1.3%	47,124

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,005	8,935	8,706
R3	8,895	8,825	8,675
R2	8,785	8,785	8,665
R1	8,715	8,715	8,655	8,695
PP	8,675	8,675	8,675	8,665
S1	8,605	8,605	8,635	8,585
S2	8,565	8,565	8,625
S3	8,455	8,495	8,615
S4	8,345	8,385	8,585

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	8,455	400	4.6%	164	1.9%	48%	False	False	7,981
10	8,855	8,390	465	5.4%	174	2.0%	55%	False	False	9,962
20	9,045	8,390	655	7.6%	158	1.8%	39%	False	False	6,266
40	10,050	8,390	1,660	19.2%	151	1.7%	15%	False	False	3,160
60	10,120	8,390	1,730	20.0%	101	1.2%	15%	False	False	2,109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	9,213
2.618	9,033
1.618	8,923
1.000	8,855
0.618	8,813
HIGH	8,745
0.618	8,703
0.500	8,690
0.382	8,677
LOW	8,635
0.618	8,567
1.000	8,525
1.618	8,457
2.618	8,347
4.250	8,168

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	8,690	8,740
PP	8,675	8,708
S1	8,660	8,677

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

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