NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	9,735	9,535	-200	-2.1%	9,725
High	9,735	9,675	-60	-0.6%	9,870
Low	9,495	9,515	20	0.2%	9,480
Close	9,540	9,650	110	1.2%	9,815
Range	240	160	-80	-33.3%	390
ATR	156	157	0	0.2%	0
Volume	16,439	17,822	1,383	8.4%	43,584

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,093	10,032	9,738
R3	9,933	9,872	9,694
R2	9,773	9,773	9,679
R1	9,712	9,712	9,665	9,743
PP	9,613	9,613	9,613	9,629
S1	9,552	9,552	9,635	9,583
S2	9,453	9,453	9,621
S3	9,293	9,392	9,606
S4	9,133	9,232	9,562

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,892	10,743	10,030
R3	10,502	10,353	9,922
R2	10,112	10,112	9,887
R1	9,963	9,963	9,851	10,038
PP	9,722	9,722	9,722	9,759
S1	9,573	9,573	9,779	9,648
S2	9,332	9,332	9,744
S3	8,942	9,183	9,708
S4	8,552	8,793	9,601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,865	9,495	370	3.8%	181	1.9%	42%	False	False	15,327
10	9,870	9,480	390	4.0%	191	2.0%	44%	False	False	11,473
20	9,870	8,900	970	10.1%	162	1.7%	77%	False	False	9,205
40	9,870	8,355	1,515	15.7%	128	1.3%	85%	False	False	6,992
60	9,870	8,275	1,595	16.5%	123	1.3%	86%	False	False	5,709
80	9,870	8,110	1,760	18.2%	111	1.1%	88%	False	False	4,691
100	9,870	8,110	1,760	18.2%	92	0.9%	88%	False	False	3,755
120	9,870	8,110	1,760	18.2%	78	0.8%	88%	False	False	3,130

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,355
2.618	10,094
1.618	9,934
1.000	9,835
0.618	9,774
HIGH	9,675
0.618	9,614
0.500	9,595
0.382	9,576
LOW	9,515
0.618	9,416
1.000	9,355
1.618	9,256
2.618	9,096
4.250	8,835

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	9,632	9,649
PP	9,613	9,648
S1	9,595	9,648

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

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