NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	8,550	8,730	180	2.1%	8,435
High	8,785	8,765	-20	-0.2%	8,785
Low	8,520	8,570	50	0.6%	8,280
Close	8,735	8,575	-160	-1.8%	8,575
Range	265	195	-70	-26.4%	505
ATR	191	192	0	0.1%	0
Volume	7,061	9,175	2,114	29.9%	40,343

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,222	9,093	8,682
R3	9,027	8,898	8,629
R2	8,832	8,832	8,611
R1	8,703	8,703	8,593	8,670
PP	8,637	8,637	8,637	8,620
S1	8,508	8,508	8,557	8,475
S2	8,442	8,442	8,539
S3	8,247	8,313	8,522
S4	8,052	8,118	8,468

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,062	9,823	8,853
R3	9,557	9,318	8,714
R2	9,052	9,052	8,668
R1	8,813	8,813	8,621	8,933
PP	8,547	8,547	8,547	8,606
S1	8,308	8,308	8,529	8,428
S2	8,042	8,042	8,483
S3	7,537	7,803	8,436
S4	7,032	7,298	8,297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,785	8,280	505	5.9%	223	2.6%	58%	False	False	8,068
10	8,800	8,280	520	6.1%	209	2.4%	57%	False	False	8,483
20	8,965	8,280	685	8.0%	200	2.3%	43%	False	False	9,734
40	9,265	8,280	985	11.5%	189	2.2%	30%	False	False	4,967
60	10,120	8,280	1,840	21.5%	131	1.5%	16%	False	False	3,315

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,594
2.618	9,276
1.618	9,081
1.000	8,960
0.618	8,886
HIGH	8,765
0.618	8,691
0.500	8,668
0.382	8,645
LOW	8,570
0.618	8,450
1.000	8,375
1.618	8,255
2.618	8,060
4.250	7,741

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	8,668	8,653
PP	8,637	8,627
S1	8,606	8,601

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

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