NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	8,610	8,475	-135	-1.6%	8,200
High	8,740	8,590	-150	-1.7%	8,720
Low	8,465	8,460	-5	-0.1%	8,200
Close	8,495	8,580	85	1.0%	8,540
Range	275	130	-145	-52.7%	520
ATR	125	125	0	0.3%	0
Volume	5,569	3,537	-2,032	-36.5%	46,965

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,933	8,887	8,652
R3	8,803	8,757	8,616
R2	8,673	8,673	8,604
R1	8,627	8,627	8,592	8,650
PP	8,543	8,543	8,543	8,555
S1	8,497	8,497	8,568	8,520
S2	8,413	8,413	8,556
S3	8,283	8,367	8,544
S4	8,153	8,237	8,509

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,047	9,813	8,826
R3	9,527	9,293	8,683
R2	9,007	9,007	8,635
R1	8,773	8,773	8,588	8,890
PP	8,487	8,487	8,487	8,545
S1	8,253	8,253	8,492	8,370
S2	7,967	7,967	8,445
S3	7,447	7,733	8,397
S4	6,927	7,213	8,254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,740	8,410	330	3.8%	210	2.4%	52%	False	False	6,326
10	8,740	8,200	540	6.3%	176	2.1%	70%	False	False	5,671
20	8,925	8,200	725	8.4%	111	1.3%	52%	False	False	2,842
40	9,635	8,200	1,435	16.7%	61	0.7%	26%	False	False	1,421

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	31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,143
2.618	8,930
1.618	8,800
1.000	8,720
0.618	8,670
HIGH	8,590
0.618	8,540
0.500	8,525
0.382	8,510
LOW	8,460
0.618	8,380
1.000	8,330
1.618	8,250
2.618	8,120
4.250	7,908

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	8,562	8,578
PP	8,543	8,577
S1	8,525	8,575

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

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