NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	8,770	8,805	35	0.4%	8,455
High	8,820	8,820	0	0.0%	8,790
Low	8,745	8,760	15	0.2%	8,355
Close	8,800	8,815	15	0.2%	8,775
Range	75	60	-15	-20.0%	435
ATR	112	108	-4	-3.3%	0
Volume	3,771	4,026	255	6.8%	22,057

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,978	8,957	8,848
R3	8,918	8,897	8,832
R2	8,858	8,858	8,826
R1	8,837	8,837	8,821	8,848
PP	8,798	8,798	8,798	8,804
S1	8,777	8,777	8,810	8,788
S2	8,738	8,738	8,804
S3	8,678	8,717	8,799
S4	8,618	8,657	8,782

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	8,465	355	4.0%	106	1.2%	99%	True	False	4,747
10	8,820	8,355	465	5.3%	104	1.2%	99%	True	False	4,944
20	8,820	8,300	520	5.9%	100	1.1%	99%	True	False	3,822
40	8,820	8,110	710	8.1%	112	1.3%	99%	True	False	3,622
60	9,075	8,110	965	10.9%	83	0.9%	73%	False	False	2,421
80	9,075	8,110	965	10.9%	66	0.7%	73%	False	False	1,817

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	9,075
2.618	8,977
1.618	8,917
1.000	8,880
0.618	8,857
HIGH	8,820
0.618	8,797
0.500	8,790
0.382	8,783
LOW	8,760
0.618	8,723
1.000	8,700
1.618	8,663
2.618	8,603
4.250	8,505

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	8,807	8,799
PP	8,798	8,783
S1	8,790	8,768

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

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