NIKKEI 225 Index Future (Globex) June 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	8,260	8,455	195	2.4%	8,590
High	8,475	8,675	200	2.4%	8,670
Low	8,260	8,410	150	1.8%	8,250
Close	8,455	8,660	205	2.4%	8,255
Range	215	265	50	23.3%	420
ATR	163	170	7	4.5%	0
Volume	14,560	12,908	-1,652	-11.3%	25,442

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,377	9,283	8,806
R3	9,112	9,018	8,733
R2	8,847	8,847	8,709
R1	8,753	8,753	8,684	8,800
PP	8,582	8,582	8,582	8,605
S1	8,488	8,488	8,636	8,535
S2	8,317	8,317	8,612
S3	8,052	8,223	8,587
S4	7,787	7,958	8,514

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,652	9,373	8,486
R3	9,232	8,953	8,371
R2	8,812	8,812	8,332
R1	8,533	8,533	8,294	8,463
PP	8,392	8,392	8,392	8,356
S1	8,113	8,113	8,217	8,043
S2	7,972	7,972	8,178
S3	7,552	7,693	8,140
S4	7,132	7,273	8,024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,675	8,210	465	5.4%	203	2.3%	97%	True	False	11,968
10	8,755	8,210	545	6.3%	180	2.1%	83%	False	False	8,966
20	9,120	8,210	910	10.5%	168	1.9%	49%	False	False	7,531
40	9,715	8,210	1,505	17.4%	157	1.8%	30%	False	False	5,550
60	10,230	8,210	2,020	23.3%	154	1.8%	22%	False	False	5,536
80	10,230	8,210	2,020	23.3%	135	1.6%	22%	False	False	5,062

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	9,801
2.618	9,369
1.618	9,104
1.000	8,940
0.618	8,839
HIGH	8,675
0.618	8,574
0.500	8,543
0.382	8,511
LOW	8,410
0.618	8,246
1.000	8,145
1.618	7,981
2.618	7,716
4.250	7,284

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	8,621	8,588
PP	8,582	8,515
S1	8,543	8,443

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

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