NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	10,560	10,345	-215	-2.0%	10,875
High	10,610	10,425	-185	-1.7%	10,930
Low	10,450	10,310	-140	-1.3%	10,370
Close	10,505	10,370	-135	-1.3%	10,380
Range	160	115	-45	-28.1%	560
ATR	188	188	1	0.3%	0
Volume	11,135	8,811	-2,324	-20.9%	42,656

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,713	10,657	10,433
R3	10,598	10,542	10,402
R2	10,483	10,483	10,391
R1	10,427	10,427	10,381	10,455
PP	10,368	10,368	10,368	10,383
S1	10,312	10,312	10,360	10,340
S2	10,253	10,253	10,349
S3	10,138	10,197	10,339
S4	10,023	10,082	10,307

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,240	11,870	10,688
R3	11,680	11,310	10,534
R2	11,120	11,120	10,483
R1	10,750	10,750	10,431	10,655
PP	10,560	10,560	10,560	10,513
S1	10,190	10,190	10,329	10,095
S2	10,000	10,000	10,277
S3	9,440	9,630	10,226
S4	8,880	9,070	10,072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,895	10,310	585	5.6%	232	2.2%	10%	False	True	10,591
10	10,995	10,310	685	6.6%	196	1.9%	9%	False	True	9,638
20	10,995	10,310	685	6.6%	155	1.5%	9%	False	True	7,424
40	10,995	9,135	1,860	17.9%	139	1.3%	66%	False	False	6,081

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	38
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	10,914
2.618	10,726
1.618	10,611
1.000	10,540
0.618	10,496
HIGH	10,425
0.618	10,381
0.500	10,368
0.382	10,354
LOW	10,310
0.618	10,239
1.000	10,195
1.618	10,124
2.618	10,009
4.250	9,821

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	10,369	10,485
PP	10,368	10,447
S1	10,368	10,408

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

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