NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	8,570	8,560	-10	-0.1%	8,700
High	8,570	8,560	-10	-0.1%	8,775
Low	8,560	8,560	0	0.0%	8,540
Close	8,585	8,545	-40	-0.5%	8,605
Range	10	0	-10	-100.0%	235
ATR	66	63	-3	-4.4%	0
Volume	43	2	-41	-95.3%	15

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,555	8,550	8,545
R3	8,555	8,550	8,545
R2	8,555	8,555	8,545
R1	8,550	8,550	8,545	8,553
PP	8,555	8,555	8,555	8,556
S1	8,550	8,550	8,545	8,553
S2	8,555	8,555	8,545
S3	8,555	8,550	8,545
S4	8,555	8,550	8,545

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,345	9,210	8,734
R3	9,110	8,975	8,670
R2	8,875	8,875	8,648
R1	8,740	8,740	8,627	8,690
PP	8,640	8,640	8,640	8,615
S1	8,505	8,505	8,584	8,455
S2	8,405	8,405	8,562
S3	8,170	8,270	8,541
S4	7,935	8,035	8,476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,615	8,540	75	0.9%	17	0.2%	7%	False	False	11
10	8,800	8,540	260	3.0%	21	0.2%	2%	False	False	27
20	9,075	8,540	535	6.3%	17	0.2%	1%	False	False	15
40	9,075	8,395	680	8.0%	14	0.2%	22%	False	False	9

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	8,560
2.618	8,560
1.618	8,560
1.000	8,560
0.618	8,560
HIGH	8,560
0.618	8,560
0.500	8,560
0.382	8,560
LOW	8,560
0.618	8,560
1.000	8,560
1.618	8,560
2.618	8,560
4.250	8,560

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	8,560	8,588
PP	8,555	8,573
S1	8,550	8,559

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

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