NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	8,455	8,490	35	0.4%	8,350
High	8,510	8,625	115	1.4%	8,505
Low	8,355	8,465	110	1.3%	8,300
Close	8,480	8,590	110	1.3%	8,470
Range	155	160	5	3.2%	205
ATR	111	115	3	3.1%	0
Volume	6,117	6,364	247	4.0%	22,271

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,040	8,975	8,678
R3	8,880	8,815	8,634
R2	8,720	8,720	8,619
R1	8,655	8,655	8,605	8,688
PP	8,560	8,560	8,560	8,576
S1	8,495	8,495	8,575	8,528
S2	8,400	8,400	8,561
S3	8,240	8,335	8,546
S4	8,080	8,175	8,502

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	8,625	8,355	270	3.1%	109	1.3%	87%	True	False	5,894
10	8,625	8,300	325	3.8%	108	1.3%	89%	True	False	4,647
20	8,625	8,275	350	4.1%	107	1.2%	90%	True	False	3,598
40	8,755	8,110	645	7.5%	107	1.2%	74%	False	False	3,189
60	9,075	8,110	965	11.2%	78	0.9%	50%	False	False	2,132
80	9,075	8,110	965	11.2%	61	0.7%	50%	False	False	1,600

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	19
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	9,305
2.618	9,044
1.618	8,884
1.000	8,785
0.618	8,724
HIGH	8,625
0.618	8,564
0.500	8,545
0.382	8,526
LOW	8,465
0.618	8,366
1.000	8,305
1.618	8,206
2.618	8,046
4.250	7,785

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	8,575	8,557
PP	8,560	8,523
S1	8,545	8,490

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

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