NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 06-May-2011

Day Change Summary
	Previous	Current
	05-May-2011	06-May-2011	Change	Change %	Previous Week
Open	9,810	9,840	30	0.3%	10,010
High	9,810	9,840	30	0.3%	10,020
Low	9,750	9,840	90	0.9%	9,750
Close	9,800	9,830	30	0.3%	9,830
Range	60	0	-60	-100.0%	270
ATR	68	66	-2	-2.9%	0
Volume	1	14	13	1,300.0%	42

Daily Pivots for day following 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,837	9,833	9,830
R3	9,837	9,833	9,830
R2	9,837	9,837	9,830
R1	9,833	9,833	9,830	9,835
PP	9,837	9,837	9,837	9,838
S1	9,833	9,833	9,830	9,835
S2	9,837	9,837	9,830
S3	9,837	9,833	9,830
S4	9,837	9,833	9,830

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,677	10,523	9,979
R3	10,407	10,253	9,904
R2	10,137	10,137	9,880
R1	9,983	9,983	9,855	9,925
PP	9,867	9,867	9,867	9,838
S1	9,713	9,713	9,805	9,655
S2	9,597	9,597	9,781
S3	9,327	9,443	9,756
S4	9,057	9,173	9,682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,020	9,750	270	2.7%	14	0.1%	30%	False	False	8
10	10,020	9,695	325	3.3%	31	0.3%	42%	False	False	6
20	10,020	9,465	555	5.6%	16	0.2%	66%	False	False	3

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	0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,840
2.618	9,840
1.618	9,840
1.000	9,840
0.618	9,840
HIGH	9,840
0.618	9,840
0.500	9,840
0.382	9,840
LOW	9,840
0.618	9,840
1.000	9,840
1.618	9,840
2.618	9,840
4.250	9,840

Fisher Pivots for day following 06-May-2011
Pivot	1 day	3 day
R1	9,840	9,885
PP	9,837	9,867
S1	9,833	9,848

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

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