NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	9,940	9,935	-5	-0.1%	10,085
High	10,010	10,035	25	0.2%	10,120
Low	9,890	9,930	40	0.4%	9,800
Close	9,940	10,015	75	0.8%	10,015
Range	120	105	-15	-12.5%	320
ATR	151	148	-3	-2.2%	0
Volume	9,051	7,682	-1,369	-15.1%	58,099

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,308	10,267	10,073
R3	10,203	10,162	10,044
R2	10,098	10,098	10,034
R1	10,057	10,057	10,025	10,078
PP	9,993	9,993	9,993	10,004
S1	9,952	9,952	10,006	9,973
S2	9,888	9,888	9,996
S3	9,783	9,847	9,986
S4	9,678	9,742	9,957

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,938	10,797	10,191
R3	10,618	10,477	10,103
R2	10,298	10,298	10,074
R1	10,157	10,157	10,044	10,068
PP	9,978	9,978	9,978	9,934
S1	9,837	9,837	9,986	9,748
S2	9,658	9,658	9,956
S3	9,338	9,517	9,927
S4	9,018	9,197	9,839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,120	9,800	320	3.2%	173	1.7%	67%	False	False	11,619
10	10,255	9,800	455	4.5%	161	1.6%	47%	False	False	10,122
20	10,255	9,315	940	9.4%	149	1.5%	74%	False	False	8,859
40	10,255	9,315	940	9.4%	132	1.3%	74%	False	False	6,682
60	10,255	9,315	940	9.4%	97	1.0%	74%	False	False	4,458
80	10,255	9,315	940	9.4%	73	0.7%	74%	False	False	3,344

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	25
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	10,481
2.618	10,310
1.618	10,205
1.000	10,140
0.618	10,100
HIGH	10,035
0.618	9,995
0.500	9,983
0.382	9,970
LOW	9,930
0.618	9,865
1.000	9,825
1.618	9,760
2.618	9,655
4.250	9,484

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	10,004	9,986
PP	9,993	9,957
S1	9,983	9,928

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

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