NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	8,530	8,395	-135	-1.6%	8,800
High	8,580	8,495	-85	-1.0%	8,800
Low	8,280	8,280	0	0.0%	8,280
Close	8,385	8,455	70	0.8%	8,455
Range	300	215	-85	-28.3%	520
ATR	175	178	3	1.6%	0
Volume	12,967	10,503	-2,464	-19.0%	44,487

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,055	8,970	8,573
R3	8,840	8,755	8,514
R2	8,625	8,625	8,495
R1	8,540	8,540	8,475	8,583
PP	8,410	8,410	8,410	8,431
S1	8,325	8,325	8,435	8,368
S2	8,195	8,195	8,416
S3	7,980	8,110	8,396
S4	7,765	7,895	8,337

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,072	9,783	8,741
R3	9,552	9,263	8,598
R2	9,032	9,032	8,550
R1	8,743	8,743	8,503	8,628
PP	8,512	8,512	8,512	8,454
S1	8,223	8,223	8,407	8,108
S2	7,992	7,992	8,360
S3	7,472	7,703	8,312
S4	6,952	7,183	8,169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,800	8,280	520	6.2%	195	2.3%	34%	False	True	8,897
10	8,855	8,280	575	6.8%	181	2.1%	30%	False	True	9,161
20	9,045	8,280	765	9.0%	174	2.1%	23%	False	True	7,868
40	9,950	8,280	1,670	19.8%	168	2.0%	10%	False	True	3,959
60	10,120	8,280	1,840	21.8%	112	1.3%	10%	False	True	2,643

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	44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,409
2.618	9,058
1.618	8,843
1.000	8,710
0.618	8,628
HIGH	8,495
0.618	8,413
0.500	8,388
0.382	8,362
LOW	8,280
0.618	8,147
1.000	8,065
1.618	7,932
2.618	7,717
4.250	7,366

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	8,433	8,498
PP	8,410	8,483
S1	8,388	8,469

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

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