NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	10,770	10,775	5	0.0%	10,675
High	10,885	10,825	-60	-0.6%	10,760
Low	10,750	10,720	-30	-0.3%	10,560
Close	10,835	10,805	-30	-0.3%	10,665
Range	135	105	-30	-22.2%	200
ATR	159	156	-3	-2.0%	0
Volume	13,260	7,311	-5,949	-44.9%	9,558

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,098	11,057	10,863
R3	10,993	10,952	10,834
R2	10,888	10,888	10,824
R1	10,847	10,847	10,815	10,868
PP	10,783	10,783	10,783	10,794
S1	10,742	10,742	10,796	10,763
S2	10,678	10,678	10,786
S3	10,573	10,637	10,776
S4	10,468	10,532	10,747

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	10,630	260	2.4%	132	1.2%	67%	False	False	7,007
10	10,890	10,465	425	3.9%	113	1.0%	80%	False	False	4,917
20	10,890	9,890	1,000	9.3%	113	1.0%	92%	False	False	6,097

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	23
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,271
2.618	11,100
1.618	10,995
1.000	10,930
0.618	10,890
HIGH	10,825
0.618	10,785
0.500	10,773
0.382	10,760
LOW	10,720
0.618	10,655
1.000	10,615
1.618	10,550
2.618	10,445
4.250	10,274

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	10,794	10,804
PP	10,783	10,803
S1	10,773	10,803

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

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