NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	8,205	8,385	180	2.2%	8,390
High	8,415	8,500	85	1.0%	8,400
Low	8,200	8,355	155	1.9%	8,105
Close	8,390	8,445	55	0.7%	8,130
Range	215	145	-70	-32.6%	295
ATR	163	162	-1	-0.8%	0
Volume	6,598	6,690	92	1.4%	22,619

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,868	8,802	8,525
R3	8,723	8,657	8,485
R2	8,578	8,578	8,472
R1	8,512	8,512	8,458	8,545
PP	8,433	8,433	8,433	8,450
S1	8,367	8,367	8,432	8,400
S2	8,288	8,288	8,419
S3	8,143	8,222	8,405
S4	7,998	8,077	8,365

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	8,500	8,105	395	4.7%	147	1.7%	86%	True	False	6,106
10	8,595	8,105	490	5.8%	141	1.7%	69%	False	False	6,034
20	8,950	8,105	845	10.0%	155	1.8%	40%	False	False	6,431
40	9,170	8,105	1,065	12.6%	162	1.9%	32%	False	False	6,567
60	9,170	8,105	1,065	12.6%	175	2.1%	32%	False	False	7,720
80	9,195	8,105	1,090	12.9%	176	2.1%	31%	False	False	5,870
100	10,120	8,105	2,015	23.9%	145	1.7%	17%	False	False	4,698

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	30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,116
2.618	8,880
1.618	8,735
1.000	8,645
0.618	8,590
HIGH	8,500
0.618	8,445
0.500	8,428
0.382	8,411
LOW	8,355
0.618	8,266
1.000	8,210
1.618	8,121
2.618	7,976
4.250	7,739

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	8,439	8,398
PP	8,433	8,350
S1	8,428	8,303

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

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