NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	10,055	10,125	70	0.7%	9,985
High	10,140	10,190	50	0.5%	10,190
Low	9,990	10,100	110	1.1%	9,465
Close	10,120	10,150	30	0.3%	10,150
Range	150	90	-60	-40.0%	725
ATR	168	162	-6	-3.3%	0
Volume	11,105	9,205	-1,900	-17.1%	44,476

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,417	10,373	10,200
R3	10,327	10,283	10,175
R2	10,237	10,237	10,167
R1	10,193	10,193	10,158	10,215
PP	10,147	10,147	10,147	10,158
S1	10,103	10,103	10,142	10,125
S2	10,057	10,057	10,134
S3	9,967	10,013	10,125
S4	9,877	9,923	10,101

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,110	11,855	10,549
R3	11,385	11,130	10,350
R2	10,660	10,660	10,283
R1	10,405	10,405	10,217	10,533
PP	9,935	9,935	9,935	9,999
S1	9,680	9,680	10,084	9,808
S2	9,210	9,210	10,017
S3	8,485	8,955	9,951
S4	7,760	8,230	9,751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,190	9,465	725	7.1%	205	2.0%	94%	True	False	8,895
10	10,190	9,465	725	7.1%	189	1.9%	94%	True	False	10,257
20	10,255	9,465	790	7.8%	165	1.6%	87%	False	False	9,341
40	10,255	9,315	940	9.3%	155	1.5%	89%	False	False	7,791
60	10,255	9,315	940	9.3%	114	1.1%	89%	False	False	5,199
80	10,255	9,315	940	9.3%	86	0.8%	89%	False	False	3,900

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,573
2.618	10,426
1.618	10,336
1.000	10,280
0.618	10,246
HIGH	10,190
0.618	10,156
0.500	10,145
0.382	10,135
LOW	10,100
0.618	10,045
1.000	10,010
1.618	9,955
2.618	9,865
4.250	9,718

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	10,148	10,130
PP	10,147	10,110
S1	10,145	10,090

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

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