NIKKEI 225 Index Future (Globex) June 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	10,155	10,160	5	0.0%	10,085
High	10,230	10,180	-50	-0.5%	10,135
Low	10,105	10,035	-70	-0.7%	9,870
Close	10,150	10,115	-35	-0.3%	9,960
Range	125	145	20	16.0%	265
ATR	132	133	1	0.7%	0
Volume	6,084	5,487	-597	-9.8%	19,887

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,545	10,475	10,195
R3	10,400	10,330	10,155
R2	10,255	10,255	10,142
R1	10,185	10,185	10,128	10,148
PP	10,110	10,110	10,110	10,091
S1	10,040	10,040	10,102	10,003
S2	9,965	9,965	10,089
S3	9,820	9,895	10,075
S4	9,675	9,750	10,035

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,783	10,637	10,106
R3	10,518	10,372	10,033
R2	10,253	10,253	10,009
R1	10,107	10,107	9,984	10,048
PP	9,988	9,988	9,988	9,959
S1	9,842	9,842	9,936	9,783
S2	9,723	9,723	9,912
S3	9,458	9,577	9,887
S4	9,193	9,312	9,814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,230	9,870	360	3.6%	135	1.3%	68%	False	False	4,551
10	10,230	9,870	360	3.6%	125	1.2%	68%	False	False	4,559
20	10,230	9,450	780	7.7%	146	1.4%	85%	False	False	6,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,796
2.618	10,560
1.618	10,415
1.000	10,325
0.618	10,270
HIGH	10,180
0.618	10,125
0.500	10,108
0.382	10,091
LOW	10,035
0.618	9,946
1.000	9,890
1.618	9,801
2.618	9,656
4.250	9,419

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	10,113	10,133
PP	10,110	10,127
S1	10,108	10,121

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

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