NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	8,350	8,360	10	0.1%	8,575
High	8,400	8,480	80	1.0%	8,600
Low	8,300	8,360	60	0.7%	8,350
Close	8,360	8,445	85	1.0%	8,360
Range	100	120	20	20.0%	250
ATR	115	115	0	0.3%	0
Volume	2,684	2,595	-89	-3.3%	16,103

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,788	8,737	8,511
R3	8,668	8,617	8,478
R2	8,548	8,548	8,467
R1	8,497	8,497	8,456	8,523
PP	8,428	8,428	8,428	8,441
S1	8,377	8,377	8,434	8,403
S2	8,308	8,308	8,423
S3	8,188	8,257	8,412
S4	8,068	8,137	8,379

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	8,590	8,300	290	3.4%	107	1.3%	50%	False	False	3,399
10	8,600	8,300	300	3.6%	101	1.2%	48%	False	False	2,824
20	8,685	8,275	410	4.9%	110	1.3%	41%	False	False	3,122
40	8,755	8,110	645	7.6%	96	1.1%	52%	False	False	2,454
60	9,075	8,110	965	11.4%	69	0.8%	35%	False	False	1,641
80	9,075	8,110	965	11.4%	54	0.6%	35%	False	False	1,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,990
2.618	8,794
1.618	8,674
1.000	8,600
0.618	8,554
HIGH	8,480
0.618	8,434
0.500	8,420
0.382	8,406
LOW	8,360
0.618	8,286
1.000	8,240
1.618	8,166
2.618	8,046
4.250	7,850

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	8,437	8,431
PP	8,428	8,417
S1	8,420	8,403

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

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