NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	9,550	9,550	0	0.0%	9,530
High	9,575	9,575	0	0.0%	9,580
Low	9,530	9,530	0	0.0%	9,500
Close	9,585	9,515	-70	-0.7%	9,515
Range	45	45	0	0.0%	80
ATR	69	68	-1	-1.4%	0
Volume	26	26	0	0.0%	117

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,675	9,640	9,540
R3	9,630	9,595	9,528
R2	9,585	9,585	9,523
R1	9,550	9,550	9,519	9,545
PP	9,540	9,540	9,540	9,538
S1	9,505	9,505	9,511	9,500
S2	9,495	9,495	9,507
S3	9,450	9,460	9,503
S4	9,405	9,415	9,490

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,772	9,723	9,559
R3	9,692	9,643	9,537
R2	9,612	9,612	9,530
R1	9,563	9,563	9,522	9,548
PP	9,532	9,532	9,532	9,524
S1	9,483	9,483	9,508	9,468
S2	9,452	9,452	9,500
S3	9,372	9,403	9,493
S4	9,292	9,323	9,471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,580	9,500	80	0.8%	41	0.4%	19%	False	False	23
10	9,690	9,500	190	2.0%	32	0.3%	8%	False	False	26
20	10,020	9,500	520	5.5%	26	0.3%	3%	False	False	17
40	10,020	9,465	555	5.8%	19	0.2%	9%	False	False	10

Crabel Price Patterns
NR	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	8

Fibonacci Retracements and Extensions
4.250	9,766
2.618	9,693
1.618	9,648
1.000	9,620
0.618	9,603
HIGH	9,575
0.618	9,558
0.500	9,553
0.382	9,547
LOW	9,530
0.618	9,502
1.000	9,485
1.618	9,457
2.618	9,412
4.250	9,339

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	9,553	9,555
PP	9,540	9,542
S1	9,528	9,528

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

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