NIKKEI 225 Index Future (Globex) September 2010

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	10,170	10,185	15	0.1%	9,845
High	10,305	10,225	-80	-0.8%	10,200
Low	10,150	9,945	-205	-2.0%	9,845
Close	10,200	9,980	-220	-2.2%	10,040
Range	155	280	125	80.6%	355
ATR	180	188	7	3.9%	0
Volume	6,737	8,631	1,894	28.1%	43,080

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,890	10,715	10,134
R3	10,610	10,435	10,057
R2	10,330	10,330	10,031
R1	10,155	10,155	10,006	10,103
PP	10,050	10,050	10,050	10,024
S1	9,875	9,875	9,954	9,823
S2	9,770	9,770	9,929
S3	9,490	9,595	9,903
S4	9,210	9,315	9,826

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,093	10,922	10,235
R3	10,738	10,567	10,138
R2	10,383	10,383	10,105
R1	10,212	10,212	10,073	10,298
PP	10,028	10,028	10,028	10,071
S1	9,857	9,857	10,008	9,943
S2	9,673	9,673	9,975
S3	9,318	9,502	9,943
S4	8,963	9,147	9,845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,305	9,945	360	3.6%	169	1.7%	10%	False	True	8,181
10	10,305	9,440	865	8.7%	191	1.9%	62%	False	False	9,736
20	10,305	9,420	885	8.9%	206	2.1%	63%	False	False	5,359
40	11,150	9,420	1,730	17.3%	123	1.2%	32%	False	False	2,680
60	11,465	9,420	2,045	20.5%	83	0.8%	27%	False	False	1,790

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	42
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	11,415
2.618	10,958
1.618	10,678
1.000	10,505
0.618	10,398
HIGH	10,225
0.618	10,118
0.500	10,085
0.382	10,052
LOW	9,945
0.618	9,772
1.000	9,665
1.618	9,492
2.618	9,212
4.250	8,755

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	10,085	10,125
PP	10,050	10,077
S1	10,015	10,028

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

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