NIKKEI 225 Index Future (Globex) March 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	10,565	10,465	-100	-0.9%	10,850
High	10,565	10,570	5	0.0%	10,880
Low	10,340	10,465	125	1.2%	10,340
Close	10,435	10,550	115	1.1%	10,550
Range	225	105	-120	-53.3%	540
ATR	149	148	-1	-0.7%	0
Volume	17,461	8,343	-9,118	-52.2%	41,400

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,843	10,802	10,608
R3	10,738	10,697	10,579
R2	10,633	10,633	10,569
R1	10,592	10,592	10,560	10,613
PP	10,528	10,528	10,528	10,539
S1	10,487	10,487	10,541	10,508
S2	10,423	10,423	10,531
S3	10,318	10,382	10,521
S4	10,213	10,277	10,492

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,210	11,920	10,847
R3	11,670	11,380	10,699
R2	11,130	11,130	10,649
R1	10,840	10,840	10,600	10,715
PP	10,590	10,590	10,590	10,528
S1	10,300	10,300	10,501	10,175
S2	10,050	10,050	10,451
S3	9,510	9,760	10,402
S4	8,970	9,220	10,253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,880	10,340	540	5.1%	194	1.8%	39%	False	False	9,460
10	10,910	10,340	570	5.4%	152	1.4%	37%	False	False	8,928
20	10,910	10,170	740	7.0%	148	1.4%	51%	False	False	9,043
40	10,910	10,150	760	7.2%	141	1.3%	53%	False	False	8,691
60	10,910	10,035	875	8.3%	132	1.3%	59%	False	False	7,937
80	10,910	9,260	1,650	15.6%	106	1.0%	78%	False	False	5,955

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	30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,016
2.618	10,845
1.618	10,740
1.000	10,675
0.618	10,635
HIGH	10,570
0.618	10,530
0.500	10,518
0.382	10,505
LOW	10,465
0.618	10,400
1.000	10,360
1.618	10,295
2.618	10,190
4.250	10,019

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	10,539	10,535
PP	10,528	10,520
S1	10,518	10,505

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

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