NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	10,080	10,080	0	0.0%	9,985
High	10,155	10,085	-70	-0.7%	10,190
Low	10,065	9,920	-145	-1.4%	9,465
Close	10,070	9,930	-140	-1.4%	10,150
Range	90	165	75	83.3%	725
ATR	152	153	1	0.6%	0
Volume	5,912	8,306	2,394	40.5%	44,476

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,473	10,367	10,021
R3	10,308	10,202	9,976
R2	10,143	10,143	9,960
R1	10,037	10,037	9,945	10,008
PP	9,978	9,978	9,978	9,964
S1	9,872	9,872	9,915	9,843
S2	9,813	9,813	9,900
S3	9,648	9,707	9,885
S4	9,483	9,542	9,839

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	9,920	270	2.7%	118	1.2%	4%	False	True	7,872
10	10,190	9,465	725	7.3%	160	1.6%	64%	False	False	8,026
20	10,255	9,465	790	8.0%	162	1.6%	59%	False	False	9,220
40	10,255	9,315	940	9.5%	155	1.6%	65%	False	False	8,263
60	10,255	9,315	940	9.5%	116	1.2%	65%	False	False	5,516
80	10,255	9,315	940	9.5%	90	0.9%	65%	False	False	4,138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	10,786
2.618	10,517
1.618	10,352
1.000	10,250
0.618	10,187
HIGH	10,085
0.618	10,022
0.500	10,003
0.382	9,983
LOW	9,920
0.618	9,818
1.000	9,755
1.618	9,653
2.618	9,488
4.250	9,219

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	10,003	10,038
PP	9,978	10,002
S1	9,954	9,966

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

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