NIKKEI 225 Index Future (Globex) June 2012

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

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	8,755	8,595	-160	-1.8%	8,950
High	8,755	8,615	-140	-1.6%	9,035
Low	8,480	8,500	20	0.2%	8,545
Close	8,595	8,580	-15	-0.2%	8,555
Range	275	115	-160	-58.2%	490
ATR	163	159	-3	-2.1%	0
Volume	11,473	4,244	-7,229	-63.0%	27,563

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,910	8,860	8,643
R3	8,795	8,745	8,612
R2	8,680	8,680	8,601
R1	8,630	8,630	8,591	8,598
PP	8,565	8,565	8,565	8,549
S1	8,515	8,515	8,570	8,483
S2	8,450	8,450	8,559
S3	8,335	8,400	8,549
S4	8,220	8,285	8,517

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,182	9,858	8,825
R3	9,692	9,368	8,690
R2	9,202	9,202	8,645
R1	8,878	8,878	8,600	8,795
PP	8,712	8,712	8,712	8,670
S1	8,388	8,388	8,510	8,305
S2	8,222	8,222	8,465
S3	7,732	7,898	8,420
S4	7,242	7,408	8,286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,790	8,480	310	3.6%	168	2.0%	32%	False	False	6,396
10	9,070	8,480	590	6.9%	165	1.9%	17%	False	False	6,099
20	9,715	8,480	1,235	14.4%	162	1.9%	8%	False	False	5,416
40	10,225	8,480	1,745	20.3%	159	1.8%	6%	False	False	4,959
60	10,230	8,480	1,750	20.4%	154	1.8%	6%	False	False	5,515

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	36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,104
2.618	8,916
1.618	8,801
1.000	8,730
0.618	8,686
HIGH	8,615
0.618	8,571
0.500	8,558
0.382	8,544
LOW	8,500
0.618	8,429
1.000	8,385
1.618	8,314
2.618	8,199
4.250	8,011

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	8,573	8,635
PP	8,565	8,617
S1	8,558	8,598

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

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