NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	8,360	8,450	90	1.1%	8,575
High	8,480	8,460	-20	-0.2%	8,600
Low	8,360	8,415	55	0.7%	8,350
Close	8,445	8,450	5	0.1%	8,360
Range	120	45	-75	-62.5%	250
ATR	115	110	-5	-4.4%	0
Volume	2,595	4,083	1,488	57.3%	16,103

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,577	8,558	8,475
R3	8,532	8,513	8,463
R2	8,487	8,487	8,458
R1	8,468	8,468	8,454	8,473
PP	8,442	8,442	8,442	8,444
S1	8,423	8,423	8,446	8,428
S2	8,397	8,397	8,442
S3	8,352	8,378	8,438
S4	8,307	8,333	8,425

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	8,530	8,300	230	2.7%	99	1.2%	65%	False	False	3,516
10	8,600	8,300	300	3.6%	95	1.1%	50%	False	False	3,144
20	8,620	8,275	345	4.1%	103	1.2%	51%	False	False	3,155
40	8,755	8,110	645	7.6%	97	1.1%	53%	False	False	2,556
60	9,075	8,110	965	11.4%	70	0.8%	35%	False	False	1,709
80	9,075	8,110	965	11.4%	55	0.6%	35%	False	False	1,282

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	8,651
2.618	8,578
1.618	8,533
1.000	8,505
0.618	8,488
HIGH	8,460
0.618	8,443
0.500	8,438
0.382	8,432
LOW	8,415
0.618	8,387
1.000	8,370
1.618	8,342
2.618	8,297
4.250	8,224

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	8,446	8,430
PP	8,442	8,410
S1	8,438	8,390

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

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