NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	10,895	10,695	-200	-1.8%	10,885
High	10,895	10,885	-10	-0.1%	10,995
Low	10,595	10,590	-5	0.0%	10,725
Close	10,690	10,635	-55	-0.5%	10,870
Range	300	295	-5	-1.7%	270
ATR	168	177	9	5.4%	0
Volume	8,340	9,858	1,518	18.2%	39,799

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,588	11,407	10,797
R3	11,293	11,112	10,716
R2	10,998	10,998	10,689
R1	10,817	10,817	10,662	10,760
PP	10,703	10,703	10,703	10,675
S1	10,522	10,522	10,608	10,465
S2	10,408	10,408	10,581
S3	10,113	10,227	10,554
S4	9,818	9,932	10,473

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	10,590	405	3.8%	211	2.0%	11%	False	True	8,356
10	10,995	10,590	405	3.8%	173	1.6%	11%	False	True	8,040
20	10,995	10,395	600	5.6%	143	1.3%	40%	False	False	6,317

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	43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,139
2.618	11,657
1.618	11,362
1.000	11,180
0.618	11,067
HIGH	10,885
0.618	10,772
0.500	10,738
0.382	10,703
LOW	10,590
0.618	10,408
1.000	10,295
1.618	10,113
2.618	9,818
4.250	9,336

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	10,738	10,760
PP	10,703	10,718
S1	10,669	10,677

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

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