NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	8,730	8,785	55	0.6%	9,090
High	8,820	8,815	-5	-0.1%	9,170
Low	8,565	8,715	150	1.8%	8,565
Close	8,795	8,745	-50	-0.6%	8,745
Range	255	100	-155	-60.8%	605
ATR	191	185	-7	-3.4%	0
Volume	8,007	4,857	-3,150	-39.3%	38,076

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,058	9,002	8,800
R3	8,958	8,902	8,773
R2	8,858	8,858	8,763
R1	8,802	8,802	8,754	8,780
PP	8,758	8,758	8,758	8,748
S1	8,702	8,702	8,736	8,680
S2	8,658	8,658	8,727
S3	8,558	8,602	8,718
S4	8,458	8,502	8,690

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,642	10,298	9,078
R3	10,037	9,693	8,912
R2	9,432	9,432	8,856
R1	9,088	9,088	8,801	8,958
PP	8,827	8,827	8,827	8,761
S1	8,483	8,483	8,690	8,353
S2	8,222	8,222	8,634
S3	7,617	7,878	8,579
S4	7,012	7,273	8,412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,170	8,565	605	6.9%	221	2.5%	30%	False	False	7,615
10	9,170	8,565	605	6.9%	201	2.3%	30%	False	False	7,306
20	9,170	8,565	605	6.9%	177	2.0%	30%	False	False	6,719
40	9,170	8,280	890	10.2%	183	2.1%	52%	False	False	7,614
60	9,170	8,280	890	10.2%	169	1.9%	52%	False	False	6,174
80	10,120	8,280	1,840	21.0%	153	1.7%	25%	False	False	4,644
100	10,120	8,280	1,840	21.0%	123	1.4%	25%	False	False	3,716

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	45
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,240
2.618	9,077
1.618	8,977
1.000	8,915
0.618	8,877
HIGH	8,815
0.618	8,777
0.500	8,765
0.382	8,753
LOW	8,715
0.618	8,653
1.000	8,615
1.618	8,553
2.618	8,453
4.250	8,290

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	8,765	8,728
PP	8,758	8,710
S1	8,752	8,693

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

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