NIKKEI 225 Index Future (Globex) June 2012

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

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	8,635	8,505	-130	-1.5%	8,565
High	8,655	8,565	-90	-1.0%	8,790
Low	8,485	8,435	-50	-0.6%	8,480
Close	8,495	8,485	-10	-0.1%	8,565
Range	170	130	-40	-23.5%	310
ATR	154	152	-2	-1.1%	0
Volume	4,872	6,293	1,421	29.2%	30,703

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,885	8,815	8,557
R3	8,755	8,685	8,521
R2	8,625	8,625	8,509
R1	8,555	8,555	8,497	8,525
PP	8,495	8,495	8,495	8,480
S1	8,425	8,425	8,473	8,395
S2	8,365	8,365	8,461
S3	8,235	8,295	8,449
S4	8,105	8,165	8,414

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,542	9,363	8,736
R3	9,232	9,053	8,650
R2	8,922	8,922	8,622
R1	8,743	8,743	8,594	8,720
PP	8,612	8,612	8,612	8,600
S1	8,433	8,433	8,537	8,410
S2	8,302	8,302	8,508
S3	7,992	8,123	8,480
S4	7,682	7,813	8,395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,670	8,435	235	2.8%	128	1.5%	21%	False	True	4,928
10	8,880	8,435	445	5.2%	158	1.9%	11%	False	True	5,766
20	9,370	8,435	935	11.0%	153	1.8%	5%	False	True	5,614
40	10,100	8,435	1,665	19.6%	159	1.9%	3%	False	True	4,863
60	10,230	8,435	1,795	21.2%	154	1.8%	3%	False	True	5,260
80	10,230	8,435	1,795	21.2%	124	1.5%	3%	False	True	4,392

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	38
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,118
2.618	8,905
1.618	8,775
1.000	8,695
0.618	8,645
HIGH	8,565
0.618	8,515
0.500	8,500
0.382	8,485
LOW	8,435
0.618	8,355
1.000	8,305
1.618	8,225
2.618	8,095
4.250	7,883

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	8,500	8,553
PP	8,495	8,530
S1	8,490	8,508

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

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