NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	10,875	10,895	20	0.2%	10,885
High	10,930	10,895	-35	-0.3%	10,995
Low	10,740	10,595	-145	-1.4%	10,725
Close	10,900	10,690	-210	-1.9%	10,870
Range	190	300	110	57.9%	270
ATR	157	168	11	6.7%	0
Volume	9,644	8,340	-1,304	-13.5%	39,799

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,627	11,458	10,855
R3	11,327	11,158	10,773
R2	11,027	11,027	10,745
R1	10,858	10,858	10,718	10,793
PP	10,727	10,727	10,727	10,694
S1	10,558	10,558	10,663	10,493
S2	10,427	10,427	10,635
S3	10,127	10,258	10,608
S4	9,827	9,958	10,525

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,673	11,542	11,019
R3	11,403	11,272	10,944
R2	11,133	11,133	10,920
R1	11,002	11,002	10,895	10,933
PP	10,863	10,863	10,863	10,829
S1	10,732	10,732	10,845	10,663
S2	10,593	10,593	10,821
S3	10,323	10,462	10,796
S4	10,053	10,192	10,722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,995	10,595	400	3.7%	180	1.7%	24%	False	True	8,768
10	10,995	10,595	400	3.7%	157	1.5%	24%	False	True	8,380
20	10,995	10,210	785	7.3%	135	1.3%	61%	False	False	6,159

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	35
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	12,170
2.618	11,681
1.618	11,381
1.000	11,195
0.618	11,081
HIGH	10,895
0.618	10,781
0.500	10,745
0.382	10,710
LOW	10,595
0.618	10,410
1.000	10,295
1.618	10,110
2.618	9,810
4.250	9,320

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	10,745	10,795
PP	10,727	10,760
S1	10,708	10,725

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

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