NIKKEI 225 Index Future (Globex) September 2010

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

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	9,125	9,005	-120	-1.3%	9,180
High	9,170	9,065	-105	-1.1%	9,385
Low	9,035	8,795	-240	-2.7%	9,085
Close	9,045	8,860	-185	-2.0%	9,160
Range	135	270	135	100.0%	300
ATR	194	199	5	2.8%	0
Volume	5,747	13,296	7,549	131.4%	38,743

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	9,717	9,558	9,009
R3	9,447	9,288	8,934
R2	9,177	9,177	8,910
R1	9,018	9,018	8,885	8,963
PP	8,907	8,907	8,907	8,879
S1	8,748	8,748	8,835	8,693
S2	8,637	8,637	8,811
S3	8,367	8,478	8,786
S4	8,097	8,208	8,712

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,110	9,935	9,325
R3	9,810	9,635	9,243
R2	9,510	9,510	9,215
R1	9,335	9,335	9,188	9,273
PP	9,210	9,210	9,210	9,179
S1	9,035	9,035	9,133	8,973
S2	8,910	8,910	9,105
S3	8,610	8,735	9,078
S4	8,310	8,435	8,995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,385	8,795	590	6.7%	190	2.1%	11%	False	True	9,141
10	9,500	8,795	705	8.0%	204	2.3%	9%	False	True	9,151
20	9,775	8,795	980	11.1%	193	2.2%	7%	False	True	8,913
40	9,830	8,795	1,035	11.7%	213	2.4%	6%	False	True	9,530
60	10,305	8,795	1,510	17.0%	209	2.4%	4%	False	True	8,839
80	11,060	8,795	2,265	25.6%	178	2.0%	3%	False	True	6,631
100	11,465	8,795	2,670	30.1%	143	1.6%	2%	False	True	5,307

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	49
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	10,213
2.618	9,772
1.618	9,502
1.000	9,335
0.618	9,232
HIGH	9,065
0.618	8,962
0.500	8,930
0.382	8,898
LOW	8,795
0.618	8,628
1.000	8,525
1.618	8,358
2.618	8,088
4.250	7,648

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	8,930	9,038
PP	8,907	8,978
S1	8,883	8,919

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

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