(loop for y from -1 to 1.1 by 0.1 do
        (loop for x from -2 to 1 by 0.04 do
              (let* ((c 126)
                     (z (complex x y))
                     (a z))
                (loop while (< (abs
                                (setq z (+ (* z z) a)))
                               2)
                  while (> (decf c) 32))
                (princ (code-char c))))
        (format t "~%"))

I tried to make it as short as possible and it is some chars shorter than
the Java program, if written in one line without much spaces. With CLISP,
the program is only 4 times slower than the Java program. Nice result, I
didn't expect this with my unoptimized program and using complex variables.