NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	8,165	8,205	40	0.5%	8,390
High	8,220	8,415	195	2.4%	8,400
Low	8,105	8,200	95	1.2%	8,105
Close	8,130	8,390	260	3.2%	8,130
Range	115	215	100	87.0%	295
ATR	153	163	9	6.1%	0
Volume	5,924	6,598	674	11.4%	22,619

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,980	8,900	8,508
R3	8,765	8,685	8,449
R2	8,550	8,550	8,430
R1	8,470	8,470	8,410	8,510
PP	8,335	8,335	8,335	8,355
S1	8,255	8,255	8,370	8,295
S2	8,120	8,120	8,351
S3	7,905	8,040	8,331
S4	7,690	7,825	8,272

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	8,415	8,105	310	3.7%	152	1.8%	92%	True	False	5,843
10	8,660	8,105	555	6.6%	138	1.6%	51%	False	False	5,865
20	9,170	8,105	1,065	12.7%	163	1.9%	27%	False	False	6,485
40	9,170	8,105	1,065	12.7%	164	2.0%	27%	False	False	6,606
60	9,170	8,105	1,065	12.7%	176	2.1%	27%	False	False	7,648
80	9,265	8,105	1,160	13.8%	176	2.1%	25%	False	False	5,787
100	10,120	8,105	2,015	24.0%	144	1.7%	14%	False	False	4,631

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	9,329
2.618	8,978
1.618	8,763
1.000	8,630
0.618	8,548
HIGH	8,415
0.618	8,333
0.500	8,308
0.382	8,282
LOW	8,200
0.618	8,067
1.000	7,985
1.618	7,852
2.618	7,637
4.250	7,286

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	8,363	8,347
PP	8,335	8,303
S1	8,308	8,260

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

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