NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	8,560	8,410	-150	-1.8%	8,780
High	8,575	8,490	-85	-1.0%	8,815
Low	8,390	8,365	-25	-0.3%	8,470
Close	8,390	8,390	0	0.0%	8,600
Range	185	125	-60	-32.4%	345
ATR	168	165	-3	-1.8%	0
Volume	6,291	8,103	1,812	28.8%	32,982

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,790	8,715	8,459
R3	8,665	8,590	8,425
R2	8,540	8,540	8,413
R1	8,465	8,465	8,402	8,440
PP	8,415	8,415	8,415	8,403
S1	8,340	8,340	8,379	8,315
S2	8,290	8,290	8,367
S3	8,165	8,215	8,356
S4	8,040	8,090	8,321

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	8,660	8,365	295	3.5%	135	1.6%	8%	False	True	5,812
10	8,815	8,365	450	5.4%	141	1.7%	6%	False	True	6,230
20	9,170	8,365	805	9.6%	170	2.0%	3%	False	True	6,765
40	9,170	8,280	890	10.6%	176	2.1%	12%	False	False	7,022
60	9,170	8,280	890	10.6%	173	2.1%	12%	False	False	7,129
80	9,950	8,280	1,670	19.9%	169	2.0%	7%	False	False	5,360
100	10,120	8,280	1,840	21.9%	135	1.6%	6%	False	False	4,290

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	28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,021
2.618	8,817
1.618	8,692
1.000	8,615
0.618	8,567
HIGH	8,490
0.618	8,442
0.500	8,428
0.382	8,413
LOW	8,365
0.618	8,288
1.000	8,240
1.618	8,163
2.618	8,038
4.250	7,834

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	8,428	8,480
PP	8,415	8,450
S1	8,403	8,420

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

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