NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	9,820	9,940	120	1.2%	10,000
High	10,035	10,010	-25	-0.2%	10,255
Low	9,820	9,890	70	0.7%	9,965
Close	9,950	9,940	-10	-0.1%	10,070
Range	215	120	-95	-44.2%	290
ATR	153	151	-2	-1.6%	0
Volume	10,837	9,051	-1,786	-16.5%	36,689

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,307	10,243	10,006
R3	10,187	10,123	9,973
R2	10,067	10,067	9,962
R1	10,003	10,003	9,951	10,000
PP	9,947	9,947	9,947	9,945
S1	9,883	9,883	9,929	9,880
S2	9,827	9,827	9,918
S3	9,707	9,763	9,907
S4	9,587	9,643	9,874

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,967	10,808	10,230
R3	10,677	10,518	10,150
R2	10,387	10,387	10,123
R1	10,228	10,228	10,097	10,308
PP	10,097	10,097	10,097	10,136
S1	9,938	9,938	10,044	10,018
S2	9,807	9,807	10,017
S3	9,517	9,648	9,990
S4	9,227	9,358	9,911

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,255	9,800	455	4.6%	199	2.0%	31%	False	False	12,258
10	10,255	9,800	455	4.6%	164	1.6%	31%	False	False	10,311
20	10,255	9,315	940	9.5%	152	1.5%	66%	False	False	8,881
40	10,255	9,315	940	9.5%	130	1.3%	66%	False	False	6,491
60	10,255	9,315	940	9.5%	96	1.0%	66%	False	False	4,330
80	10,255	9,315	940	9.5%	72	0.7%	66%	False	False	3,248

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,520
2.618	10,324
1.618	10,204
1.000	10,130
0.618	10,084
HIGH	10,010
0.618	9,964
0.500	9,950
0.382	9,936
LOW	9,890
0.618	9,816
1.000	9,770
1.618	9,696
2.618	9,576
4.250	9,380

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	9,950	9,933
PP	9,947	9,925
S1	9,943	9,918

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

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