NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	8,455	8,495	40	0.5%	8,365
High	8,510	8,560	50	0.6%	8,560
Low	8,385	8,485	100	1.2%	8,275
Close	8,500	8,550	50	0.6%	8,550
Range	125	75	-50	-40.0%	285
ATR	121	117	-3	-2.7%	0
Volume	3,162	1,347	-1,815	-57.4%	14,249

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,757	8,728	8,591
R3	8,682	8,653	8,571
R2	8,607	8,607	8,564
R1	8,578	8,578	8,557	8,593
PP	8,532	8,532	8,532	8,539
S1	8,503	8,503	8,543	8,518
S2	8,457	8,457	8,536
S3	8,382	8,428	8,530
S4	8,307	8,353	8,509

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,317	9,218	8,707
R3	9,032	8,933	8,629
R2	8,747	8,747	8,602
R1	8,648	8,648	8,576	8,698
PP	8,462	8,462	8,462	8,486
S1	8,363	8,363	8,524	8,413
S2	8,177	8,177	8,498
S3	7,892	8,078	8,472
S4	7,607	7,793	8,393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,560	8,275	285	3.3%	116	1.4%	96%	True	False	2,849
10	8,685	8,275	410	4.8%	119	1.4%	67%	False	False	3,419
20	8,755	8,275	480	5.6%	122	1.4%	57%	False	False	3,489
40	9,075	8,110	965	11.3%	76	0.9%	46%	False	False	1,754
60	9,075	8,110	965	11.3%	56	0.7%	46%	False	False	1,171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	23
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	8,879
2.618	8,756
1.618	8,681
1.000	8,635
0.618	8,606
HIGH	8,560
0.618	8,531
0.500	8,523
0.382	8,514
LOW	8,485
0.618	8,439
1.000	8,410
1.618	8,364
2.618	8,289
4.250	8,166

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	8,541	8,524
PP	8,532	8,498
S1	8,523	8,473

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

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