NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	8,510	8,435	-75	-0.9%	8,645
High	8,530	8,440	-90	-1.1%	8,730
Low	8,420	8,375	-45	-0.5%	8,515
Close	8,435	8,415	-20	-0.2%	8,665
Range	110	65	-45	-40.9%	215
ATR	121	117	-4	-3.3%	0
Volume	3,817	5,304	1,487	39.0%	33,539

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,605	8,575	8,451
R3	8,540	8,510	8,433
R2	8,475	8,475	8,427
R1	8,445	8,445	8,421	8,428
PP	8,410	8,410	8,410	8,401
S1	8,380	8,380	8,409	8,363
S2	8,345	8,345	8,403
S3	8,280	8,315	8,397
S4	8,215	8,250	8,379

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	8,685	8,375	310	3.7%	134	1.6%	13%	False	True	3,822
10	8,755	8,375	380	4.5%	132	1.6%	11%	False	True	5,069
20	8,755	8,110	645	7.7%	105	1.2%	47%	False	False	2,588
40	9,075	8,110	965	11.5%	62	0.7%	32%	False	False	1,302
60	9,075	8,110	965	11.5%	45	0.5%	32%	False	False	869

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	8,716
2.618	8,610
1.618	8,545
1.000	8,505
0.618	8,480
HIGH	8,440
0.618	8,415
0.500	8,408
0.382	8,400
LOW	8,375
0.618	8,335
1.000	8,310
1.618	8,270
2.618	8,205
4.250	8,099

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	8,413	8,498
PP	8,410	8,470
S1	8,408	8,443

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

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