NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	8,480	8,620	140	1.7%	8,800
High	8,725	8,695	-30	-0.3%	8,800
Low	8,445	8,550	105	1.2%	8,280
Close	8,630	8,570	-60	-0.7%	8,455
Range	280	145	-135	-48.2%	520
ATR	189	186	-3	-1.7%	0
Volume	7,903	7,172	-731	-9.2%	44,487

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,040	8,950	8,650
R3	8,895	8,805	8,610
R2	8,750	8,750	8,597
R1	8,660	8,660	8,583	8,633
PP	8,605	8,605	8,605	8,591
S1	8,515	8,515	8,557	8,488
S2	8,460	8,460	8,544
S3	8,315	8,370	8,530
S4	8,170	8,225	8,490

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	8,725	8,280	445	5.2%	234	2.7%	65%	False	False	9,515
10	8,855	8,280	575	6.7%	195	2.3%	50%	False	False	8,513
20	9,045	8,280	765	8.9%	188	2.2%	38%	False	False	9,058
40	9,705	8,280	1,425	16.6%	184	2.1%	20%	False	False	4,561
60	10,120	8,280	1,840	21.5%	123	1.4%	16%	False	False	3,045

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	43
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,311
2.618	9,075
1.618	8,930
1.000	8,840
0.618	8,785
HIGH	8,695
0.618	8,640
0.500	8,623
0.382	8,606
LOW	8,550
0.618	8,461
1.000	8,405
1.618	8,316
2.618	8,171
4.250	7,934

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	8,623	8,548
PP	8,605	8,525
S1	8,588	8,503

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

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