NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	10,125	10,075	-50	-0.5%	9,985
High	10,190	10,150	-40	-0.4%	10,190
Low	10,100	10,055	-45	-0.4%	9,465
Close	10,150	10,090	-60	-0.6%	10,150
Range	90	95	5	5.6%	725
ATR	162	157	-5	-3.0%	0
Volume	9,205	4,834	-4,371	-47.5%	44,476

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,383	10,332	10,142
R3	10,288	10,237	10,116
R2	10,193	10,193	10,108
R1	10,142	10,142	10,099	10,168
PP	10,098	10,098	10,098	10,111
S1	10,047	10,047	10,081	10,073
S2	10,003	10,003	10,073
S3	9,908	9,952	10,064
S4	9,813	9,857	10,038

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	9,880	310	3.1%	110	1.1%	68%	False	False	8,403
10	10,190	9,465	725	7.2%	175	1.7%	86%	False	False	9,478
20	10,255	9,465	790	7.8%	162	1.6%	79%	False	False	9,063
40	10,255	9,315	940	9.3%	156	1.5%	82%	False	False	7,911
60	10,255	9,315	940	9.3%	114	1.1%	82%	False	False	5,280
80	10,255	9,315	940	9.3%	87	0.9%	82%	False	False	3,960

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

Fibonacci Retracements and Extensions
4.250	10,554
2.618	10,399
1.618	10,304
1.000	10,245
0.618	10,209
HIGH	10,150
0.618	10,114
0.500	10,103
0.382	10,091
LOW	10,055
0.618	9,996
1.000	9,960
1.618	9,901
2.618	9,806
4.250	9,651

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	10,103	10,090
PP	10,098	10,090
S1	10,094	10,090

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

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