NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	10,740	10,715	-25	-0.2%	10,675
High	10,740	10,890	150	1.4%	10,760
Low	10,630	10,705	75	0.7%	10,560
Close	10,665	10,875	210	2.0%	10,665
Range	110	185	75	68.2%	200
ATR	157	162	5	3.1%	0
Volume	3,956	1,188	-2,768	-70.0%	9,558

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,378	11,312	10,977
R3	11,193	11,127	10,926
R2	11,008	11,008	10,909
R1	10,942	10,942	10,892	10,975
PP	10,823	10,823	10,823	10,840
S1	10,757	10,757	10,858	10,790
S2	10,638	10,638	10,841
S3	10,453	10,572	10,824
S4	10,268	10,387	10,773

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,262	11,163	10,775
R3	11,062	10,963	10,720
R2	10,862	10,862	10,702
R1	10,763	10,763	10,683	10,713
PP	10,662	10,662	10,662	10,636
S1	10,563	10,563	10,647	10,513
S2	10,462	10,462	10,628
S3	10,262	10,363	10,610
S4	10,062	10,163	10,555

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,890	10,560	330	3.0%	110	1.0%	95%	True	False	2,149
10	10,890	10,130	760	7.0%	112	1.0%	98%	True	False	3,707
20	10,890	9,890	1,000	9.2%	123	1.1%	99%	True	False	5,228

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	16
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	11,676
2.618	11,374
1.618	11,189
1.000	11,075
0.618	11,004
HIGH	10,890
0.618	10,819
0.500	10,798
0.382	10,776
LOW	10,705
0.618	10,591
1.000	10,520
1.618	10,406
2.618	10,221
4.250	9,919

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	10,849	10,825
PP	10,823	10,775
S1	10,798	10,725

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

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