NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	8,825	8,775	-50	-0.6%	8,770
High	8,835	8,840	5	0.1%	8,920
Low	8,750	8,770	20	0.2%	8,745
Close	8,770	8,810	40	0.5%	8,835
Range	85	70	-15	-17.6%	175
ATR	103	101	-2	-2.3%	0
Volume	5,668	3,928	-1,740	-30.7%	21,977

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,017	8,983	8,849
R3	8,947	8,913	8,829
R2	8,877	8,877	8,823
R1	8,843	8,843	8,817	8,860
PP	8,807	8,807	8,807	8,815
S1	8,773	8,773	8,804	8,790
S2	8,737	8,737	8,797
S3	8,667	8,703	8,791
S4	8,597	8,633	8,772

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,358	9,272	8,931
R3	9,183	9,097	8,883
R2	9,008	9,008	8,867
R1	8,922	8,922	8,851	8,965
PP	8,833	8,833	8,833	8,855
S1	8,747	8,747	8,819	8,790
S2	8,658	8,658	8,803
S3	8,483	8,572	8,787
S4	8,308	8,397	8,739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,920	8,750	170	1.9%	84	1.0%	35%	False	False	4,755
10	8,920	8,465	455	5.2%	95	1.1%	76%	False	False	4,751
20	8,920	8,300	620	7.0%	97	1.1%	82%	False	False	4,600
40	8,920	8,275	645	7.3%	109	1.2%	83%	False	False	4,191
60	8,920	8,110	810	9.2%	89	1.0%	86%	False	False	2,813
80	9,075	8,110	965	11.0%	71	0.8%	73%	False	False	2,113

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	True
Bear Hook	False
Bull Hook	False
Stretch	19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,138
2.618	9,023
1.618	8,953
1.000	8,910
0.618	8,883
HIGH	8,840
0.618	8,813
0.500	8,805
0.382	8,797
LOW	8,770
0.618	8,727
1.000	8,700
1.618	8,657
2.618	8,587
4.250	8,473

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	8,808	8,820
PP	8,807	8,817
S1	8,805	8,813

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

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