NIKKEI 225 Index Future (Globex) June 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	10,700	10,720	20	0.2%	10,745
High	10,735	10,815	80	0.7%	10,855
Low	10,605	10,710	105	1.0%	10,665
Close	10,720	10,810	90	0.8%	10,750
Range	130	105	-25	-19.2%	190
ATR	122	121	-1	-1.0%	0
Volume	8,954	7,966	-988	-11.0%	39,088

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,093	11,057	10,868
R3	10,988	10,952	10,839
R2	10,883	10,883	10,829
R1	10,847	10,847	10,820	10,865
PP	10,778	10,778	10,778	10,788
S1	10,742	10,742	10,801	10,760
S2	10,673	10,673	10,791
S3	10,568	10,637	10,781
S4	10,463	10,532	10,752

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,327	11,228	10,855
R3	11,137	11,038	10,802
R2	10,947	10,947	10,785
R1	10,848	10,848	10,768	10,898
PP	10,757	10,757	10,757	10,781
S1	10,658	10,658	10,733	10,708
S2	10,567	10,567	10,715
S3	10,377	10,468	10,698
S4	10,187	10,278	10,646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,855	10,605	250	2.3%	105	1.0%	82%	False	False	7,458
10	10,855	10,480	375	3.5%	112	1.0%	88%	False	False	9,883
20	10,855	10,000	855	7.9%	98	0.9%	95%	False	False	5,859

Crabel Price Patterns
NR	True
NR4	True
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	21
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,261
2.618	11,090
1.618	10,985
1.000	10,920
0.618	10,880
HIGH	10,815
0.618	10,775
0.500	10,763
0.382	10,750
LOW	10,710
0.618	10,645
1.000	10,605
1.618	10,540
2.618	10,435
4.250	10,264

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	10,794	10,777
PP	10,778	10,743
S1	10,763	10,710

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

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