NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	8,455	8,575	120	1.4%	8,480
High	8,480	8,600	120	1.4%	8,550
Low	8,395	8,540	145	1.7%	8,350
Close	8,415	8,570	155	1.8%	8,415
Range	85	60	-25	-29.4%	200
ATR	114	119	5	4.5%	0
Volume	1,624	4,384	2,760	170.0%	6,867

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,750	8,720	8,603
R3	8,690	8,660	8,587
R2	8,630	8,630	8,581
R1	8,600	8,600	8,576	8,585
PP	8,570	8,570	8,570	8,563
S1	8,540	8,540	8,565	8,525
S2	8,510	8,510	8,559
S3	8,450	8,480	8,554
S4	8,390	8,420	8,537

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	8,600	8,350	250	2.9%	94	1.1%	88%	True	False	2,250
10	8,600	8,275	325	3.8%	105	1.2%	91%	True	False	2,550
20	8,730	8,275	455	5.3%	118	1.4%	65%	False	False	3,949
40	8,775	8,110	665	7.8%	86	1.0%	69%	False	False	2,030
60	9,075	8,110	965	11.3%	63	0.7%	48%	False	False	1,358

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	23
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	8,855
2.618	8,757
1.618	8,697
1.000	8,660
0.618	8,637
HIGH	8,600
0.618	8,577
0.500	8,570
0.382	8,563
LOW	8,540
0.618	8,503
1.000	8,480
1.618	8,443
2.618	8,383
4.250	8,285

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	8,570	8,538
PP	8,570	8,507
S1	8,570	8,475

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

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