NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	8,570	8,530	-40	-0.5%	8,480
High	8,590	8,530	-60	-0.7%	8,550
Low	8,505	8,455	-50	-0.6%	8,350
Close	8,530	8,505	-25	-0.3%	8,415
Range	85	75	-10	-11.8%	200
ATR	116	113	-3	-2.5%	0
Volume	3,497	4,047	550	15.7%	6,867

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,722	8,688	8,546
R3	8,647	8,613	8,526
R2	8,572	8,572	8,519
R1	8,538	8,538	8,512	8,518
PP	8,497	8,497	8,497	8,486
S1	8,463	8,463	8,498	8,443
S2	8,422	8,422	8,491
S3	8,347	8,388	8,485
S4	8,272	8,313	8,464

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%	84	1.0%	62%	False	False	3,096
10	8,600	8,350	250	2.9%	94	1.1%	62%	False	False	2,651
20	8,725	8,275	450	5.3%	116	1.4%	51%	False	False	3,519
40	8,775	8,110	665	7.8%	90	1.1%	59%	False	False	2,218
60	9,075	8,110	965	11.3%	66	0.8%	41%	False	False	1,483
80	9,075	8,110	965	11.3%	50	0.6%	41%	False	False	1,113

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	25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,849
2.618	8,726
1.618	8,651
1.000	8,605
0.618	8,576
HIGH	8,530
0.618	8,501
0.500	8,493
0.382	8,484
LOW	8,455
0.618	8,409
1.000	8,380
1.618	8,334
2.618	8,259
4.250	8,136

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	8,501	8,528
PP	8,497	8,520
S1	8,493	8,513

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

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