NIKKEI 225 Index Future (Globex) March 2012

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

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	8,385	8,455	70	0.8%	8,480
High	8,465	8,480	15	0.2%	8,550
Low	8,350	8,395	45	0.5%	8,350
Close	8,460	8,415	-45	-0.5%	8,415
Range	115	85	-30	-26.1%	200
ATR	116	114	-2	-1.9%	0
Volume	1,928	1,624	-304	-15.8%	6,867

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,685	8,635	8,462
R3	8,600	8,550	8,439
R2	8,515	8,515	8,431
R1	8,465	8,465	8,423	8,448
PP	8,430	8,430	8,430	8,421
S1	8,380	8,380	8,407	8,363
S2	8,345	8,345	8,400
S3	8,260	8,295	8,392
S4	8,175	8,210	8,368

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,038	8,927	8,525
R3	8,838	8,727	8,470
R2	8,638	8,638	8,452
R1	8,527	8,527	8,433	8,483
PP	8,438	8,438	8,438	8,416
S1	8,327	8,327	8,397	8,283
S2	8,238	8,238	8,378
S3	8,038	8,127	8,360
S4	7,838	7,927	8,305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,560	8,350	210	2.5%	97	1.2%	31%	False	False	1,642
10	8,560	8,275	285	3.4%	109	1.3%	49%	False	False	2,497
20	8,755	8,275	480	5.7%	120	1.4%	29%	False	False	3,783
40	8,800	8,110	690	8.2%	85	1.0%	44%	False	False	1,920
60	9,075	8,110	965	11.5%	62	0.7%	32%	False	False	1,285

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,841
2.618	8,703
1.618	8,618
1.000	8,565
0.618	8,533
HIGH	8,480
0.618	8,448
0.500	8,438
0.382	8,428
LOW	8,395
0.618	8,343
1.000	8,310
1.618	8,258
2.618	8,173
4.250	8,034

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	8,438	8,415
PP	8,430	8,415
S1	8,423	8,415

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

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