NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	8,400	8,605	205	2.4%	8,345
High	8,665	8,630	-35	-0.4%	8,345
Low	8,400	8,565	165	2.0%	8,110
Close	8,640	8,600	-40	-0.5%	8,130
Range	265	65	-200	-75.5%	235
ATR	98	97	-2	-1.7%	0
Volume	551	363	-188	-34.1%	64

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,793	8,762	8,636
R3	8,728	8,697	8,618
R2	8,663	8,663	8,612
R1	8,632	8,632	8,606	8,615
PP	8,598	8,598	8,598	8,590
S1	8,567	8,567	8,594	8,550
S2	8,533	8,533	8,588
S3	8,468	8,502	8,582
S4	8,403	8,437	8,564

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	6.5%	109	1.3%	88%	False	False	201
10	8,665	8,110	555	6.5%	78	0.9%	88%	False	False	108
20	8,800	8,110	690	8.0%	50	0.6%	71%	False	False	57
40	9,075	8,110	965	11.2%	34	0.4%	51%	False	False	36

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,906
2.618	8,800
1.618	8,735
1.000	8,695
0.618	8,670
HIGH	8,630
0.618	8,605
0.500	8,598
0.382	8,590
LOW	8,565
0.618	8,525
1.000	8,500
1.618	8,460
2.618	8,395
4.250	8,289

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	8,599	8,578
PP	8,598	8,555
S1	8,598	8,533

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

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