NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	8,530	8,505	-25	-0.3%	8,575
High	8,530	8,505	-25	-0.3%	8,600
Low	8,455	8,350	-105	-1.2%	8,350
Close	8,505	8,360	-145	-1.7%	8,360
Range	75	155	80	106.7%	250
ATR	113	116	3	2.6%	0
Volume	4,047	4,175	128	3.2%	16,103

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,870	8,770	8,445
R3	8,715	8,615	8,403
R2	8,560	8,560	8,389
R1	8,460	8,460	8,374	8,433
PP	8,405	8,405	8,405	8,391
S1	8,305	8,305	8,346	8,278
S2	8,250	8,250	8,332
S3	8,095	8,150	8,318
S4	7,940	7,995	8,275

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,187	9,023	8,498
R3	8,937	8,773	8,429
R2	8,687	8,687	8,406
R1	8,523	8,523	8,383	8,480
PP	8,437	8,437	8,437	8,415
S1	8,273	8,273	8,337	8,230
S2	8,187	8,187	8,314
S3	7,937	8,023	8,291
S4	7,687	7,773	8,223

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	3.0%	92	1.1%	4%	False	True	3,545
10	8,600	8,350	250	3.0%	99	1.2%	4%	False	True	2,747
20	8,720	8,275	445	5.3%	117	1.4%	19%	False	False	3,348
40	8,755	8,110	645	7.7%	92	1.1%	39%	False	False	2,322
60	9,075	8,110	965	11.5%	69	0.8%	26%	False	False	1,553
80	9,075	8,110	965	11.5%	52	0.6%	26%	False	False	1,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	9,164
2.618	8,911
1.618	8,756
1.000	8,660
0.618	8,601
HIGH	8,505
0.618	8,446
0.500	8,428
0.382	8,409
LOW	8,350
0.618	8,254
1.000	8,195
1.618	8,099
2.618	7,944
4.250	7,691

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	8,428	8,470
PP	8,405	8,433
S1	8,383	8,397

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

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