NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	9,360	9,420	60	0.6%	9,490
High	9,490	9,470	-20	-0.2%	9,755
Low	9,360	9,385	25	0.3%	9,435
Close	9,415	9,385	-30	-0.3%	9,460
Range	130	85	-45	-34.6%	320
ATR	156	151	-5	-3.3%	0
Volume	18,518	14,956	-3,562	-19.2%	32,942

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,668	9,612	9,432
R3	9,583	9,527	9,409
R2	9,498	9,498	9,401
R1	9,442	9,442	9,393	9,428
PP	9,413	9,413	9,413	9,406
S1	9,357	9,357	9,377	9,343
S2	9,328	9,328	9,370
S3	9,243	9,272	9,362
S4	9,158	9,187	9,338

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	9,600	9,330	270	2.9%	123	1.3%	20%	False	False	14,710
10	9,755	9,330	425	4.5%	144	1.5%	13%	False	False	11,223
20	9,935	9,330	605	6.4%	149	1.6%	9%	False	False	9,674
40	10,055	9,330	725	7.7%	150	1.6%	8%	False	False	8,765
60	10,055	8,200	1,855	19.8%	208	2.2%	64%	False	False	11,666
80	10,855	8,200	2,655	28.3%	197	2.1%	45%	False	False	10,537
100	10,855	8,200	2,655	28.3%	159	1.7%	45%	False	False	8,434
120	10,855	8,200	2,655	28.3%	132	1.4%	45%	False	False	7,029

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,831
2.618	9,693
1.618	9,608
1.000	9,555
0.618	9,523
HIGH	9,470
0.618	9,438
0.500	9,428
0.382	9,418
LOW	9,385
0.618	9,333
1.000	9,300
1.618	9,248
2.618	9,163
4.250	9,024

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	9,428	9,410
PP	9,413	9,402
S1	9,399	9,393

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

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