NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	8,445	8,640	195	2.3%	8,390
High	8,665	8,675	10	0.1%	8,400
Low	8,370	8,565	195	2.3%	8,105
Close	8,640	8,595	-45	-0.5%	8,130
Range	295	110	-185	-62.7%	295
ATR	171	167	-4	-2.6%	0
Volume	10,672	5,853	-4,819	-45.2%	22,619

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,942	8,878	8,656
R3	8,832	8,768	8,625
R2	8,722	8,722	8,615
R1	8,658	8,658	8,605	8,635
PP	8,612	8,612	8,612	8,600
S1	8,548	8,548	8,585	8,525
S2	8,502	8,502	8,575
S3	8,392	8,438	8,565
S4	8,282	8,328	8,535

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	8,675	8,105	570	6.6%	176	2.0%	86%	True	False	7,147
10	8,675	8,105	570	6.6%	153	1.8%	86%	True	False	6,550
20	8,820	8,105	715	8.3%	153	1.8%	69%	False	False	6,385
40	9,170	8,105	1,065	12.4%	162	1.9%	46%	False	False	6,630
60	9,170	8,105	1,065	12.4%	175	2.0%	46%	False	False	7,409
80	9,170	8,105	1,065	12.4%	170	2.0%	46%	False	False	6,076
100	10,120	8,105	2,015	23.4%	149	1.7%	24%	False	False	4,863

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	35
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,143
2.618	8,963
1.618	8,853
1.000	8,785
0.618	8,743
HIGH	8,675
0.618	8,633
0.500	8,620
0.382	8,607
LOW	8,565
0.618	8,497
1.000	8,455
1.618	8,387
2.618	8,277
4.250	8,098

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	8,620	8,568
PP	8,612	8,542
S1	8,603	8,515

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

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