NIKKEI 225 Index Future (Globex) March 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	10,450	10,580	130	1.2%	10,550
High	10,625	10,660	35	0.3%	10,790
Low	10,445	10,515	70	0.7%	10,460
Close	10,570	10,565	-5	0.0%	10,650
Range	180	145	-35	-19.4%	330
ATR	171	169	-2	-1.1%	0
Volume	38,122	16,765	-21,357	-56.0%	63,920

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,015	10,935	10,645
R3	10,870	10,790	10,605
R2	10,725	10,725	10,592
R1	10,645	10,645	10,578	10,613
PP	10,580	10,580	10,580	10,564
S1	10,500	10,500	10,552	10,468
S2	10,435	10,435	10,539
S3	10,290	10,355	10,525
S4	10,145	10,210	10,485

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,623	11,467	10,832
R3	11,293	11,137	10,741
R2	10,963	10,963	10,711
R1	10,807	10,807	10,680	10,885
PP	10,633	10,633	10,633	10,673
S1	10,477	10,477	10,620	10,555
S2	10,303	10,303	10,590
S3	9,973	10,147	10,559
S4	9,643	9,817	10,469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,775	10,425	350	3.3%	196	1.9%	40%	False	False	21,445
10	10,790	10,340	450	4.3%	190	1.8%	50%	False	False	16,764
20	10,910	10,340	570	5.4%	168	1.6%	39%	False	False	12,480
40	10,910	10,170	740	7.0%	152	1.4%	53%	False	False	10,888
60	10,910	10,150	760	7.2%	142	1.3%	55%	False	False	9,204
80	10,910	9,735	1,175	11.1%	126	1.2%	71%	False	False	7,728

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	33
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	11,276
2.618	11,040
1.618	10,895
1.000	10,805
0.618	10,750
HIGH	10,660
0.618	10,605
0.500	10,588
0.382	10,571
LOW	10,515
0.618	10,426
1.000	10,370
1.618	10,281
2.618	10,136
4.250	9,899

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	10,588	10,558
PP	10,580	10,550
S1	10,573	10,543

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

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