NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	9,530	9,500	-30	-0.3%	9,615
High	9,555	9,515	-40	-0.4%	9,690
Low	9,500	9,500	0	0.0%	9,565
Close	9,445	9,515	70	0.7%	9,570
Range	55	15	-40	-72.7%	125
ATR	70	70	0	0.0%	0
Volume	15	43	28	186.7%	148

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,555	9,550	9,523
R3	9,540	9,535	9,519
R2	9,525	9,525	9,518
R1	9,520	9,520	9,517	9,523
PP	9,510	9,510	9,510	9,511
S1	9,505	9,505	9,514	9,508
S2	9,495	9,495	9,512
S3	9,480	9,490	9,511
S4	9,465	9,475	9,507

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,983	9,902	9,639
R3	9,858	9,777	9,605
R2	9,733	9,733	9,593
R1	9,652	9,652	9,582	9,630
PP	9,608	9,608	9,608	9,598
S1	9,527	9,527	9,559	9,505
S2	9,483	9,483	9,547
S3	9,358	9,402	9,536
S4	9,233	9,277	9,501

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,690	9,500	190	2.0%	19	0.2%	8%	False	True	26
10	9,795	9,500	295	3.1%	31	0.3%	5%	False	True	21
20	10,020	9,500	520	5.5%	31	0.3%	3%	False	True	15
40	10,020	9,400	620	6.5%	16	0.2%	19%	False	False	8

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	4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,579
2.618	9,554
1.618	9,539
1.000	9,530
0.618	9,524
HIGH	9,515
0.618	9,509
0.500	9,508
0.382	9,506
LOW	9,500
0.618	9,491
1.000	9,485
1.618	9,476
2.618	9,461
4.250	9,436

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	9,513	9,565
PP	9,510	9,548
S1	9,508	9,532

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

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