NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	8,595	8,720	125	1.5%	8,455
High	8,745	8,790	45	0.5%	8,790
Low	8,585	8,715	130	1.5%	8,355
Close	8,730	8,775	45	0.5%	8,775
Range	160	75	-85	-53.1%	435
ATR	118	115	-3	-2.6%	0
Volume	5,071	4,505	-566	-11.2%	22,057

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,985	8,955	8,816
R3	8,910	8,880	8,796
R2	8,835	8,835	8,789
R1	8,805	8,805	8,782	8,820
PP	8,760	8,760	8,760	8,768
S1	8,730	8,730	8,768	8,745
S2	8,685	8,685	8,761
S3	8,610	8,655	8,755
S4	8,535	8,580	8,734

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,945	9,795	9,014
R3	9,510	9,360	8,895
R2	9,075	9,075	8,855
R1	8,925	8,925	8,815	9,000
PP	8,640	8,640	8,640	8,678
S1	8,490	8,490	8,735	8,565
S2	8,205	8,205	8,695
S3	7,770	8,055	8,656
S4	7,335	7,620	8,536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,790	8,355	435	5.0%	130	1.5%	97%	True	False	5,827
10	8,790	8,300	490	5.6%	116	1.3%	97%	True	False	4,850
20	8,790	8,300	490	5.6%	105	1.2%	97%	True	False	3,750
40	8,790	8,110	680	7.7%	109	1.2%	98%	True	False	3,428
60	9,075	8,110	965	11.0%	82	0.9%	69%	False	False	2,291
80	9,075	8,110	965	11.0%	64	0.7%	69%	False	False	1,719

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	9,109
2.618	8,986
1.618	8,911
1.000	8,865
0.618	8,836
HIGH	8,790
0.618	8,761
0.500	8,753
0.382	8,744
LOW	8,715
0.618	8,669
1.000	8,640
1.618	8,594
2.618	8,519
4.250	8,396

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	8,768	8,726
PP	8,760	8,677
S1	8,753	8,628

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

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