NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	8,825	8,880	55	0.6%	8,455
High	8,910	8,920	10	0.1%	8,790
Low	8,810	8,840	30	0.3%	8,355
Close	8,880	8,865	-15	-0.2%	8,775
Range	100	80	-20	-20.0%	435
ATR	108	106	-2	-1.8%	0
Volume	5,783	4,937	-846	-14.6%	22,057

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,115	9,070	8,909
R3	9,035	8,990	8,887
R2	8,955	8,955	8,880
R1	8,910	8,910	8,872	8,893
PP	8,875	8,875	8,875	8,866
S1	8,830	8,830	8,858	8,813
S2	8,795	8,795	8,850
S3	8,715	8,750	8,843
S4	8,635	8,670	8,821

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	8,920	8,715	205	2.3%	78	0.9%	73%	True	False	4,604
10	8,920	8,355	565	6.4%	105	1.2%	90%	True	False	5,348
20	8,920	8,300	620	7.0%	100	1.1%	91%	True	False	4,246
40	8,920	8,275	645	7.3%	112	1.3%	91%	True	False	3,889
60	9,075	8,110	965	10.9%	85	1.0%	78%	False	False	2,599
80	9,075	8,110	965	10.9%	68	0.8%	78%	False	False	1,951

Crabel Price Patterns
NR	True
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	22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,260
2.618	9,130
1.618	9,050
1.000	9,000
0.618	8,970
HIGH	8,920
0.618	8,890
0.500	8,880
0.382	8,871
LOW	8,840
0.618	8,791
1.000	8,760
1.618	8,711
2.618	8,631
4.250	8,500

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	8,880	8,857
PP	8,875	8,848
S1	8,870	8,840

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

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