NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	9,450	9,360	-90	-1.0%	9,490
High	9,490	9,490	0	0.0%	9,755
Low	9,330	9,360	30	0.3%	9,435
Close	9,370	9,415	45	0.5%	9,460
Range	160	130	-30	-18.8%	320
ATR	158	156	-2	-1.3%	0
Volume	22,749	18,518	-4,231	-18.6%	32,942

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,812	9,743	9,487
R3	9,682	9,613	9,451
R2	9,552	9,552	9,439
R1	9,483	9,483	9,427	9,518
PP	9,422	9,422	9,422	9,439
S1	9,353	9,353	9,403	9,388
S2	9,292	9,292	9,391
S3	9,162	9,223	9,379
S4	9,032	9,093	9,344

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,510	10,305	9,636
R3	10,190	9,985	9,548
R2	9,870	9,870	9,519
R1	9,665	9,665	9,489	9,608
PP	9,550	9,550	9,550	9,521
S1	9,345	9,345	9,431	9,288
S2	9,230	9,230	9,401
S3	8,910	9,025	9,372
S4	8,590	8,705	9,284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,755	9,330	425	4.5%	148	1.6%	20%	False	False	13,335
10	9,755	9,330	425	4.5%	149	1.6%	20%	False	False	10,563
20	9,935	9,330	605	6.4%	153	1.6%	14%	False	False	9,261
40	10,055	9,330	725	7.7%	152	1.6%	12%	False	False	8,698
60	10,055	8,200	1,855	19.7%	218	2.3%	65%	False	False	12,306
80	10,855	8,200	2,655	28.2%	196	2.1%	46%	False	False	10,351
100	10,855	8,200	2,655	28.2%	158	1.7%	46%	False	False	8,285
120	10,855	8,200	2,655	28.2%	132	1.4%	46%	False	False	6,904

Crabel Price Patterns
NR	True
NR4	False
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	27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,043
2.618	9,830
1.618	9,700
1.000	9,620
0.618	9,570
HIGH	9,490
0.618	9,440
0.500	9,425
0.382	9,410
LOW	9,360
0.618	9,280
1.000	9,230
1.618	9,150
2.618	9,020
4.250	8,808

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	9,425	9,465
PP	9,422	9,448
S1	9,418	9,432

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

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