NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	8,515	8,620	105	1.2%	8,780
High	8,620	8,660	40	0.5%	8,815
Low	8,470	8,540	70	0.8%	8,470
Close	8,600	8,580	-20	-0.2%	8,600
Range	150	120	-30	-20.0%	345
ATR	176	172	-4	-2.3%	0
Volume	4,596	5,000	404	8.8%	32,982

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,953	8,887	8,646
R3	8,833	8,767	8,613
R2	8,713	8,713	8,602
R1	8,647	8,647	8,591	8,620
PP	8,593	8,593	8,593	8,580
S1	8,527	8,527	8,569	8,500
S2	8,473	8,473	8,558
S3	8,353	8,407	8,547
S4	8,233	8,287	8,514

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,663	9,477	8,790
R3	9,318	9,132	8,695
R2	8,973	8,973	8,663
R1	8,787	8,787	8,632	8,708
PP	8,628	8,628	8,628	8,589
S1	8,442	8,442	8,569	8,363
S2	8,283	8,283	8,537
S3	7,938	8,097	8,505
S4	7,593	7,752	8,410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,795	8,470	325	3.8%	155	1.8%	34%	False	False	6,277
10	8,950	8,470	480	5.6%	169	2.0%	23%	False	False	6,828
20	9,170	8,470	700	8.2%	175	2.0%	16%	False	False	6,763
40	9,170	8,280	890	10.4%	180	2.1%	34%	False	False	7,231
60	9,170	8,280	890	10.4%	173	2.0%	34%	False	False	6,806
80	10,120	8,280	1,840	21.4%	164	1.9%	16%	False	False	5,118
100	10,120	8,280	1,840	21.4%	131	1.5%	16%	False	False	4,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	36
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,170
2.618	8,974
1.618	8,854
1.000	8,780
0.618	8,734
HIGH	8,660
0.618	8,614
0.500	8,600
0.382	8,586
LOW	8,540
0.618	8,466
1.000	8,420
1.618	8,346
2.618	8,226
4.250	8,030

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	8,600	8,575
PP	8,593	8,570
S1	8,587	8,565

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

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