NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	8,415	8,455	40	0.5%	8,350
High	8,505	8,510	5	0.1%	8,505
Low	8,405	8,355	-50	-0.6%	8,300
Close	8,470	8,480	10	0.1%	8,470
Range	100	155	55	55.0%	205
ATR	108	111	3	3.1%	0
Volume	7,079	6,117	-962	-13.6%	22,271

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,913	8,852	8,565
R3	8,758	8,697	8,523
R2	8,603	8,603	8,509
R1	8,542	8,542	8,494	8,573
PP	8,448	8,448	8,448	8,464
S1	8,387	8,387	8,466	8,418
S2	8,293	8,293	8,452
S3	8,138	8,232	8,438
S4	7,983	8,077	8,395

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,040	8,960	8,583
R3	8,835	8,755	8,527
R2	8,630	8,630	8,508
R1	8,550	8,550	8,489	8,590
PP	8,425	8,425	8,425	8,445
S1	8,345	8,345	8,451	8,385
S2	8,220	8,220	8,433
S3	8,015	8,140	8,414
S4	7,810	7,935	8,357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,510	8,355	155	1.8%	101	1.2%	81%	True	True	5,140
10	8,600	8,300	300	3.5%	98	1.2%	60%	False	False	4,449
20	8,600	8,275	325	3.8%	103	1.2%	63%	False	False	3,473
40	8,755	8,110	645	7.6%	104	1.2%	57%	False	False	3,031
60	9,075	8,110	965	11.4%	76	0.9%	38%	False	False	2,026
80	9,075	8,110	965	11.4%	59	0.7%	38%	False	False	1,520

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	19
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,169
2.618	8,916
1.618	8,761
1.000	8,665
0.618	8,606
HIGH	8,510
0.618	8,451
0.500	8,433
0.382	8,414
LOW	8,355
0.618	8,259
1.000	8,200
1.618	8,104
2.618	7,949
4.250	7,696

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	8,464	8,464
PP	8,448	8,448
S1	8,433	8,433

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

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