NIKKEI 225 Index Future (Globex) September 2010

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

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	8,875	8,915	40	0.5%	9,180
High	8,950	8,930	-20	-0.2%	9,385
Low	8,740	8,820	80	0.9%	9,085
Close	8,910	8,840	-70	-0.8%	9,160
Range	210	110	-100	-47.6%	300
ATR	200	194	-6	-3.2%	0
Volume	10,330	7,480	-2,850	-27.6%	38,743

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	9,193	9,127	8,901
R3	9,083	9,017	8,870
R2	8,973	8,973	8,860
R1	8,907	8,907	8,850	8,885
PP	8,863	8,863	8,863	8,853
S1	8,797	8,797	8,830	8,775
S2	8,753	8,753	8,820
S3	8,643	8,687	8,810
S4	8,533	8,577	8,780

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	9,280	8,740	540	6.1%	184	2.1%	19%	False	False	8,719
10	9,385	8,740	645	7.3%	177	2.0%	16%	False	False	8,463
20	9,755	8,740	1,015	11.5%	193	2.2%	10%	False	False	8,934
40	9,830	8,740	1,090	12.3%	205	2.3%	9%	False	False	9,363
60	10,305	8,740	1,565	17.7%	209	2.4%	6%	False	False	9,132
80	10,800	8,740	2,060	23.3%	182	2.1%	5%	False	False	6,853
100	11,410	8,740	2,670	30.2%	146	1.7%	4%	False	False	5,485

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	9,398
2.618	9,218
1.618	9,108
1.000	9,040
0.618	8,998
HIGH	8,930
0.618	8,888
0.500	8,875
0.382	8,862
LOW	8,820
0.618	8,752
1.000	8,710
1.618	8,642
2.618	8,532
4.250	8,353

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	8,875	8,903
PP	8,863	8,882
S1	8,852	8,861

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

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