NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	8,270	8,165	-105	-1.3%	8,390
High	8,295	8,220	-75	-0.9%	8,400
Low	8,140	8,105	-35	-0.4%	8,105
Close	8,155	8,130	-25	-0.3%	8,130
Range	155	115	-40	-25.8%	295
ATR	156	153	-3	-1.9%	0
Volume	6,223	5,924	-299	-4.8%	22,619

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,497	8,428	8,193
R3	8,382	8,313	8,162
R2	8,267	8,267	8,151
R1	8,198	8,198	8,141	8,175
PP	8,152	8,152	8,152	8,140
S1	8,083	8,083	8,120	8,060
S2	8,037	8,037	8,109
S3	7,922	7,968	8,099
S4	7,807	7,853	8,067

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,097	8,908	8,292
R3	8,802	8,613	8,211
R2	8,507	8,507	8,184
R1	8,318	8,318	8,157	8,265
PP	8,212	8,212	8,212	8,185
S1	8,023	8,023	8,103	7,970
S2	7,917	7,917	8,076
S3	7,622	7,728	8,049
S4	7,327	7,433	7,968

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,460	8,105	355	4.4%	128	1.6%	7%	False	True	5,518
10	8,660	8,105	555	6.8%	132	1.6%	5%	False	True	5,665
20	9,170	8,105	1,065	13.1%	157	1.9%	2%	False	True	6,507
40	9,170	8,105	1,065	13.1%	163	2.0%	2%	False	True	6,670
60	9,170	8,105	1,065	13.1%	174	2.1%	2%	False	True	7,568
80	9,705	8,105	1,600	19.7%	177	2.2%	2%	False	True	5,704
100	10,120	8,105	2,015	24.8%	142	1.7%	1%	False	True	4,565

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	35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,709
2.618	8,521
1.618	8,406
1.000	8,335
0.618	8,291
HIGH	8,220
0.618	8,176
0.500	8,163
0.382	8,149
LOW	8,105
0.618	8,034
1.000	7,990
1.618	7,919
2.618	7,804
4.250	7,616

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	8,163	8,230
PP	8,152	8,197
S1	8,141	8,163

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

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