NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	10,080	9,900	-180	-1.8%	9,985
High	10,085	9,980	-105	-1.0%	10,190
Low	9,920	9,865	-55	-0.6%	9,465
Close	9,930	9,870	-60	-0.6%	10,150
Range	165	115	-50	-30.3%	725
ATR	153	151	-3	-1.8%	0
Volume	8,306	8,876	570	6.9%	44,476

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,250	10,175	9,933
R3	10,135	10,060	9,902
R2	10,020	10,020	9,891
R1	9,945	9,945	9,881	9,925
PP	9,905	9,905	9,905	9,895
S1	9,830	9,830	9,860	9,810
S2	9,790	9,790	9,849
S3	9,675	9,715	9,839
S4	9,560	9,600	9,807

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	9,865	325	3.3%	111	1.1%	2%	False	True	7,426
10	10,190	9,465	725	7.3%	160	1.6%	56%	False	False	8,008
20	10,255	9,465	790	8.0%	162	1.6%	51%	False	False	9,159
40	10,255	9,315	940	9.5%	154	1.6%	59%	False	False	8,477
60	10,255	9,315	940	9.5%	118	1.2%	59%	False	False	5,664
80	10,255	9,315	940	9.5%	92	0.9%	59%	False	False	4,249

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,469
2.618	10,281
1.618	10,166
1.000	10,095
0.618	10,051
HIGH	9,980
0.618	9,936
0.500	9,923
0.382	9,909
LOW	9,865
0.618	9,794
1.000	9,750
1.618	9,679
2.618	9,564
4.250	9,376

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	9,923	10,010
PP	9,905	9,963
S1	9,888	9,917

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

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