NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	8,445	8,345	-100	-1.2%	8,570
High	8,445	8,345	-100	-1.2%	8,570
Low	8,385	8,245	-140	-1.7%	8,385
Close	8,400	8,270	-130	-1.5%	8,400
Range	60	100	40	66.7%	185
ATR	63	70	7	10.4%	0
Volume	18	18	0	0.0%	79

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,587	8,528	8,325
R3	8,487	8,428	8,298
R2	8,387	8,387	8,288
R1	8,328	8,328	8,279	8,308
PP	8,287	8,287	8,287	8,276
S1	8,228	8,228	8,261	8,208
S2	8,187	8,187	8,252
S3	8,087	8,128	8,243
S4	7,987	8,028	8,215

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,007	8,888	8,502
R3	8,822	8,703	8,451
R2	8,637	8,637	8,434
R1	8,518	8,518	8,417	8,485
PP	8,452	8,452	8,452	8,435
S1	8,333	8,333	8,383	8,300
S2	8,267	8,267	8,366
S3	8,082	8,148	8,349
S4	7,897	7,963	8,298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,560	8,245	315	3.8%	48	0.6%	8%	False	True	10
10	8,775	8,245	530	6.4%	40	0.5%	5%	False	True	11
20	9,075	8,245	830	10.0%	29	0.4%	3%	False	True	18
40	9,075	8,245	830	10.0%	20	0.2%	3%	False	True	11

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 28 trading days

Fibonacci Retracements and Extensions
4.250	8,770
2.618	8,607
1.618	8,507
1.000	8,445
0.618	8,407
HIGH	8,345
0.618	8,307
0.500	8,295
0.382	8,283
LOW	8,245
0.618	8,183
1.000	8,145
1.618	8,083
2.618	7,983
4.250	7,820

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	8,295	8,345
PP	8,287	8,320
S1	8,278	8,295

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

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