NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	8,490	8,595	105	1.2%	8,350
High	8,625	8,745	120	1.4%	8,505
Low	8,465	8,585	120	1.4%	8,300
Close	8,590	8,730	140	1.6%	8,470
Range	160	160	0	0.0%	205
ATR	115	118	3	2.8%	0
Volume	6,364	5,071	-1,293	-20.3%	22,271

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,167	9,108	8,818
R3	9,007	8,948	8,774
R2	8,847	8,847	8,759
R1	8,788	8,788	8,745	8,818
PP	8,687	8,687	8,687	8,701
S1	8,628	8,628	8,715	8,658
S2	8,527	8,527	8,701
S3	8,367	8,468	8,686
S4	8,207	8,308	8,642

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	8,745	8,355	390	4.5%	132	1.5%	96%	True	False	6,092
10	8,745	8,300	445	5.1%	116	1.3%	97%	True	False	4,804
20	8,745	8,300	445	5.1%	110	1.3%	97%	True	False	3,698
40	8,755	8,110	645	7.4%	109	1.3%	96%	False	False	3,316
60	9,075	8,110	965	11.1%	81	0.9%	64%	False	False	2,216
80	9,075	8,110	965	11.1%	63	0.7%	64%	False	False	1,663

Crabel Price Patterns
NR	False
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	18

Fibonacci Retracements and Extensions
4.250	9,425
2.618	9,164
1.618	9,004
1.000	8,905
0.618	8,844
HIGH	8,745
0.618	8,684
0.500	8,665
0.382	8,646
LOW	8,585
0.618	8,486
1.000	8,425
1.618	8,326
2.618	8,166
4.250	7,905

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	8,708	8,670
PP	8,687	8,610
S1	8,665	8,550

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

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