NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	8,470	8,445	-25	-0.3%	8,700
High	8,490	8,445	-45	-0.5%	8,775
Low	8,470	8,385	-85	-1.0%	8,540
Close	8,395	8,390	-5	-0.1%	8,605
Range	20	60	40	200.0%	235
ATR	64	63	0	-0.4%	0
Volume	1	15	14	1,400.0%	15

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,587	8,548	8,423
R3	8,527	8,488	8,407
R2	8,467	8,467	8,401
R1	8,428	8,428	8,396	8,418
PP	8,407	8,407	8,407	8,401
S1	8,368	8,368	8,385	8,358
S2	8,347	8,347	8,379
S3	8,287	8,308	8,374
S4	8,227	8,248	8,357

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	8,385	230	2.7%	24	0.3%	2%	False	True	13
10	8,775	8,385	390	4.6%	24	0.3%	1%	False	True	8
20	9,075	8,385	690	8.2%	21	0.3%	1%	False	True	16
40	9,075	8,385	690	8.2%	16	0.2%	1%	False	True	10

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	1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	8,700
2.618	8,602
1.618	8,542
1.000	8,505
0.618	8,482
HIGH	8,445
0.618	8,422
0.500	8,415
0.382	8,408
LOW	8,385
0.618	8,348
1.000	8,325
1.618	8,288
2.618	8,228
4.250	8,130

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	8,415	8,473
PP	8,407	8,445
S1	8,398	8,418

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

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