NIKKEI 225 Index Future (Globex) September 2010

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	9,960	9,905	-55	-0.6%	9,845
High	10,015	10,040	25	0.2%	10,200
Low	9,820	9,730	-90	-0.9%	9,845
Close	9,925	9,795	-130	-1.3%	10,040
Range	195	310	115	59.0%	355
ATR	188	197	9	4.6%	0
Volume	11,574	9,712	-1,862	-16.1%	43,080

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,785	10,600	9,966
R3	10,475	10,290	9,880
R2	10,165	10,165	9,852
R1	9,980	9,980	9,824	9,918
PP	9,855	9,855	9,855	9,824
S1	9,670	9,670	9,767	9,608
S2	9,545	9,545	9,738
S3	9,235	9,360	9,710
S4	8,925	9,050	9,625

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	9,730	575	5.9%	202	2.1%	11%	False	True	9,347
10	10,305	9,675	630	6.4%	191	1.9%	19%	False	False	9,299
20	10,305	9,420	885	9.0%	205	2.1%	42%	False	False	6,421
40	11,150	9,420	1,730	17.7%	135	1.4%	22%	False	False	3,212
60	11,465	9,420	2,045	20.9%	92	0.9%	18%	False	False	2,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	11,358
2.618	10,852
1.618	10,542
1.000	10,350
0.618	10,232
HIGH	10,040
0.618	9,922
0.500	9,885
0.382	9,849
LOW	9,730
0.618	9,539
1.000	9,420
1.618	9,229
2.618	8,919
4.250	8,413

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	9,885	9,978
PP	9,855	9,917
S1	9,825	9,856

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

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