NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	8,605	8,710	105	1.2%	8,205
High	8,725	8,710	-15	-0.2%	8,750
Low	8,595	8,505	-90	-1.0%	8,200
Close	8,710	8,530	-180	-2.1%	8,655
Range	130	205	75	57.7%	550
ATR	155	159	4	2.3%	0
Volume	10,298	4,509	-5,789	-56.2%	35,511

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,197	9,068	8,643
R3	8,992	8,863	8,587
R2	8,787	8,787	8,568
R1	8,658	8,658	8,549	8,620
PP	8,582	8,582	8,582	8,563
S1	8,453	8,453	8,511	8,415
S2	8,377	8,377	8,493
S3	8,172	8,248	8,474
S4	7,967	8,043	8,417

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,185	9,970	8,958
R3	9,635	9,420	8,806
R2	9,085	9,085	8,756
R1	8,870	8,870	8,706	8,978
PP	8,535	8,535	8,535	8,589
S1	8,320	8,320	8,605	8,428
S2	7,985	7,985	8,554
S3	7,435	7,770	8,504
S4	6,885	7,220	8,353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,750	8,505	245	2.9%	138	1.6%	10%	False	True	8,930
10	8,750	8,105	645	7.6%	157	1.8%	66%	False	False	8,039
20	8,750	8,105	645	7.6%	145	1.7%	66%	False	False	6,920
40	9,170	8,105	1,065	12.5%	161	1.9%	40%	False	False	6,903
60	9,170	8,105	1,065	12.5%	170	2.0%	40%	False	False	7,224
80	9,170	8,105	1,065	12.5%	165	1.9%	40%	False	False	6,623
100	10,120	8,105	2,015	23.6%	156	1.8%	21%	False	False	5,310
120	10,120	8,105	2,015	23.6%	130	1.5%	21%	False	False	4,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,581
2.618	9,247
1.618	9,042
1.000	8,915
0.618	8,837
HIGH	8,710
0.618	8,632
0.500	8,608
0.382	8,583
LOW	8,505
0.618	8,378
1.000	8,300
1.618	8,173
2.618	7,968
4.250	7,634

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	8,608	8,615
PP	8,582	8,587
S1	8,556	8,558

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

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