NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	8,195	8,345	150	1.8%	8,345
High	8,205	8,415	210	2.6%	8,345
Low	8,110	8,345	235	2.9%	8,110
Close	8,130	8,390	260	3.2%	8,130
Range	95	70	-25	-26.3%	235
ATR	70	85	15	22.0%	0
Volume	20	41	21	105.0%	64

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,593	8,562	8,429
R3	8,523	8,492	8,409
R2	8,453	8,453	8,403
R1	8,422	8,422	8,397	8,438
PP	8,383	8,383	8,383	8,391
S1	8,352	8,352	8,384	8,368
S2	8,313	8,313	8,377
S3	8,243	8,282	8,371
S4	8,173	8,212	8,352

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,900	8,750	8,259
R3	8,665	8,515	8,195
R2	8,430	8,430	8,173
R1	8,280	8,280	8,152	8,238
PP	8,195	8,195	8,195	8,174
S1	8,045	8,045	8,109	8,003
S2	7,960	7,960	8,087
S3	7,725	7,810	8,066
S4	7,490	7,575	8,001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,415	8,110	305	3.6%	56	0.7%	92%	True	False	21
10	8,570	8,110	460	5.5%	43	0.5%	61%	False	False	18
20	9,075	8,110	965	11.5%	32	0.4%	29%	False	False	21
40	9,075	8,110	965	11.5%	24	0.3%	29%	False	False	12

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,713
2.618	8,598
1.618	8,528
1.000	8,485
0.618	8,458
HIGH	8,415
0.618	8,388
0.500	8,380
0.382	8,372
LOW	8,345
0.618	8,302
1.000	8,275
1.618	8,232
2.618	8,162
4.250	8,048

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	8,387	8,348
PP	8,383	8,305
S1	8,380	8,263

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

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