NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	8,560	8,450	-110	-1.3%	8,630
High	8,575	8,450	-125	-1.5%	8,680
Low	8,465	8,260	-205	-2.4%	8,260
Close	8,500	8,265	-235	-2.8%	8,265
Range	110	190	80	72.7%	420
ATR	62	75	13	20.4%	0
Volume	55	494	439	798.2%	697

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,895	8,770	8,370
R3	8,705	8,580	8,317
R2	8,515	8,515	8,300
R1	8,390	8,390	8,283	8,358
PP	8,325	8,325	8,325	8,309
S1	8,200	8,200	8,248	8,168
S2	8,135	8,135	8,230
S3	7,945	8,010	8,213
S4	7,755	7,820	8,161

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,662	9,383	8,496
R3	9,242	8,963	8,381
R2	8,822	8,822	8,342
R1	8,543	8,543	8,304	8,473
PP	8,402	8,402	8,402	8,366
S1	8,123	8,123	8,227	8,053
S2	7,982	7,982	8,188
S3	7,562	7,703	8,150
S4	7,142	7,283	8,034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,680	8,260	420	5.1%	106	1.3%	1%	False	True	140
10	8,745	8,260	485	5.9%	79	1.0%	1%	False	True	77
20	9,275	8,260	1,015	12.3%	48	0.6%	0%	False	True	39

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	14
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	9,258
2.618	8,948
1.618	8,758
1.000	8,640
0.618	8,568
HIGH	8,450
0.618	8,378
0.500	8,355
0.382	8,333
LOW	8,260
0.618	8,143
1.000	8,070
1.618	7,953
2.618	7,763
4.250	7,453

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	8,355	8,418
PP	8,325	8,367
S1	8,295	8,316

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

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