NIKKEI 225 Index Future (Globex) September 2010

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	10,185	9,960	-225	-2.2%	9,845
High	10,225	10,015	-210	-2.1%	10,200
Low	9,945	9,820	-125	-1.3%	9,845
Close	9,980	9,925	-55	-0.6%	10,040
Range	280	195	-85	-30.4%	355
ATR	188	188	1	0.3%	0
Volume	8,631	11,574	2,943	34.1%	43,080

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,505	10,410	10,032
R3	10,310	10,215	9,979
R2	10,115	10,115	9,961
R1	10,020	10,020	9,943	9,970
PP	9,920	9,920	9,920	9,895
S1	9,825	9,825	9,907	9,775
S2	9,725	9,725	9,889
S3	9,530	9,630	9,872
S4	9,335	9,435	9,818

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,093	10,922	10,235
R3	10,738	10,567	10,138
R2	10,383	10,383	10,105
R1	10,212	10,212	10,073	10,298
PP	10,028	10,028	10,028	10,071
S1	9,857	9,857	10,008	9,943
S2	9,673	9,673	9,975
S3	9,318	9,502	9,943
S4	8,963	9,147	9,845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,305	9,820	485	4.9%	173	1.7%	22%	False	True	8,843
10	10,305	9,505	800	8.1%	187	1.9%	53%	False	False	9,938
20	10,305	9,420	885	8.9%	210	2.1%	57%	False	False	5,937
40	11,150	9,420	1,730	17.4%	127	1.3%	29%	False	False	2,970
60	11,465	9,420	2,045	20.6%	86	0.9%	25%	False	False	1,983

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	42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,844
2.618	10,526
1.618	10,331
1.000	10,210
0.618	10,136
HIGH	10,015
0.618	9,941
0.500	9,918
0.382	9,895
LOW	9,820
0.618	9,700
1.000	9,625
1.618	9,505
2.618	9,310
4.250	8,991

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	9,923	10,063
PP	9,920	10,017
S1	9,918	9,971

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

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