NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	8,720	8,535	-185	-2.1%	8,645
High	8,720	8,670	-50	-0.6%	8,730
Low	8,515	8,515	0	0.0%	8,515
Close	8,540	8,665	125	1.5%	8,665
Range	205	155	-50	-24.4%	215
ATR	111	114	3	2.9%	0
Volume	6,783	3,023	-3,760	-55.4%	33,539

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,082	9,028	8,750
R3	8,927	8,873	8,708
R2	8,772	8,772	8,694
R1	8,718	8,718	8,679	8,745
PP	8,617	8,617	8,617	8,630
S1	8,563	8,563	8,651	8,590
S2	8,462	8,462	8,637
S3	8,307	8,408	8,623
S4	8,152	8,253	8,580

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,282	9,188	8,783
R3	9,067	8,973	8,724
R2	8,852	8,852	8,705
R1	8,758	8,758	8,685	8,805
PP	8,637	8,637	8,637	8,660
S1	8,543	8,543	8,645	8,590
S2	8,422	8,422	8,626
S3	8,207	8,328	8,606
S4	7,992	8,113	8,547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,730	8,515	215	2.5%	139	1.6%	70%	False	True	6,707
10	8,755	8,345	410	4.7%	126	1.4%	78%	False	False	3,559
20	8,755	8,110	645	7.4%	82	0.9%	86%	False	False	1,787
40	9,075	8,110	965	11.1%	49	0.6%	58%	False	False	900
60	9,075	8,110	965	11.1%	36	0.4%	58%	False	False	601

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	12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,329
2.618	9,076
1.618	8,921
1.000	8,825
0.618	8,766
HIGH	8,670
0.618	8,611
0.500	8,593
0.382	8,574
LOW	8,515
0.618	8,419
1.000	8,360
1.618	8,264
2.618	8,109
4.250	7,856

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	8,641	8,650
PP	8,617	8,635
S1	8,593	8,620

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

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