NIKKEI 225 Index Future (Globex) September 2011

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

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	9,625	9,490	-135	-1.4%	9,495
High	9,630	9,515	-115	-1.2%	9,775
Low	9,470	9,360	-110	-1.2%	9,470
Close	9,485	9,395	-90	-0.9%	9,485
Range	160	155	-5	-3.1%	305
ATR	93	97	4	4.8%	0
Volume	1,636	15,908	14,272	872.4%	2,511

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,888	9,797	9,480
R3	9,733	9,642	9,438
R2	9,578	9,578	9,424
R1	9,487	9,487	9,409	9,455
PP	9,423	9,423	9,423	9,408
S1	9,332	9,332	9,381	9,300
S2	9,268	9,268	9,367
S3	9,113	9,177	9,353
S4	8,958	9,022	9,310

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,492	10,293	9,653
R3	10,187	9,988	9,569
R2	9,882	9,882	9,541
R1	9,683	9,683	9,513	9,630
PP	9,577	9,577	9,577	9,550
S1	9,378	9,378	9,457	9,325
S2	9,272	9,272	9,429
S3	8,967	9,073	9,401
S4	8,662	8,768	9,317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,775	9,360	415	4.4%	158	1.7%	8%	False	True	3,683
10	9,775	9,360	415	4.4%	100	1.1%	8%	False	True	1,853
20	9,910	9,360	550	5.9%	62	0.7%	6%	False	True	936
40	10,020	9,360	660	7.0%	39	0.4%	5%	False	True	470

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	10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,174
2.618	9,921
1.618	9,766
1.000	9,670
0.618	9,611
HIGH	9,515
0.618	9,456
0.500	9,438
0.382	9,419
LOW	9,360
0.618	9,264
1.000	9,205
1.618	9,109
2.618	8,954
4.250	8,701

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	9,438	9,495
PP	9,423	9,462
S1	9,409	9,428

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

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