NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	8,505	8,350	-155	-1.8%	8,575
High	8,505	8,400	-105	-1.2%	8,600
Low	8,350	8,300	-50	-0.6%	8,350
Close	8,360	8,360	0	0.0%	8,360
Range	155	100	-55	-35.5%	250
ATR	116	115	-1	-1.0%	0
Volume	4,175	2,684	-1,491	-35.7%	16,103

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,653	8,607	8,415
R3	8,553	8,507	8,388
R2	8,453	8,453	8,378
R1	8,407	8,407	8,369	8,430
PP	8,353	8,353	8,353	8,365
S1	8,307	8,307	8,351	8,330
S2	8,253	8,253	8,342
S3	8,153	8,207	8,333
S4	8,053	8,107	8,305

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	8,300	300	3.6%	95	1.1%	20%	False	True	3,757
10	8,600	8,300	300	3.6%	96	1.1%	20%	False	True	2,700
20	8,685	8,275	410	4.9%	112	1.3%	21%	False	False	3,143
40	8,755	8,110	645	7.7%	94	1.1%	39%	False	False	2,389
60	9,075	8,110	965	11.5%	67	0.8%	26%	False	False	1,598
80	9,075	8,110	965	11.5%	53	0.6%	26%	False	False	1,199

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	21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,825
2.618	8,662
1.618	8,562
1.000	8,500
0.618	8,462
HIGH	8,400
0.618	8,362
0.500	8,350
0.382	8,338
LOW	8,300
0.618	8,238
1.000	8,200
1.618	8,138
2.618	8,038
4.250	7,875

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	8,357	8,415
PP	8,353	8,397
S1	8,350	8,378

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

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