NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	8,720	8,770	50	0.6%	8,455
High	8,790	8,820	30	0.3%	8,790
Low	8,715	8,745	30	0.3%	8,355
Close	8,775	8,800	25	0.3%	8,775
Range	75	75	0	0.0%	435
ATR	115	112	-3	-2.5%	0
Volume	4,505	3,771	-734	-16.3%	22,057

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,013	8,982	8,841
R3	8,938	8,907	8,821
R2	8,863	8,863	8,814
R1	8,832	8,832	8,807	8,848
PP	8,788	8,788	8,788	8,796
S1	8,757	8,757	8,793	8,773
S2	8,713	8,713	8,786
S3	8,638	8,682	8,780
S4	8,563	8,607	8,759

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	8,820	8,355	465	5.3%	125	1.4%	96%	True	False	5,165
10	8,820	8,300	520	5.9%	108	1.2%	96%	True	False	4,809
20	8,820	8,300	520	5.9%	103	1.2%	96%	True	False	3,778
40	8,820	8,110	710	8.1%	110	1.3%	97%	True	False	3,522
60	9,075	8,110	965	11.0%	83	0.9%	72%	False	False	2,354
80	9,075	8,110	965	11.0%	65	0.7%	72%	False	False	1,766

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	21

Fibonacci Retracements and Extensions
4.250	9,139
2.618	9,016
1.618	8,941
1.000	8,895
0.618	8,866
HIGH	8,820
0.618	8,791
0.500	8,783
0.382	8,774
LOW	8,745
0.618	8,699
1.000	8,670
1.618	8,624
2.618	8,549
4.250	8,426

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	8,794	8,768
PP	8,788	8,735
S1	8,783	8,703

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

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