NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	8,465	8,400	-65	-0.8%	8,345
High	8,480	8,665	185	2.2%	8,345
Low	8,430	8,400	-30	-0.4%	8,110
Close	8,450	8,640	190	2.2%	8,130
Range	50	265	215	430.0%	235
ATR	86	98	13	15.0%	0
Volume	30	551	521	1,736.7%	64

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,363	9,267	8,786
R3	9,098	9,002	8,713
R2	8,833	8,833	8,689
R1	8,737	8,737	8,664	8,785
PP	8,568	8,568	8,568	8,593
S1	8,472	8,472	8,616	8,520
S2	8,303	8,303	8,592
S3	8,038	8,207	8,567
S4	7,773	7,942	8,494

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	8,665	8,110	555	6.4%	98	1.1%	95%	True	False	129
10	8,665	8,110	555	6.4%	74	0.9%	95%	True	False	72
20	8,800	8,110	690	8.0%	47	0.5%	77%	False	False	49
40	9,075	8,110	965	11.2%	32	0.4%	55%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	9,791
2.618	9,359
1.618	9,094
1.000	8,930
0.618	8,829
HIGH	8,665
0.618	8,564
0.500	8,533
0.382	8,501
LOW	8,400
0.618	8,236
1.000	8,135
1.618	7,971
2.618	7,706
4.250	7,274

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	8,604	8,595
PP	8,568	8,550
S1	8,533	8,505

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

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