NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	8,730	8,875	145	1.7%	8,785
High	8,875	8,890	15	0.2%	9,105
Low	8,710	8,750	40	0.5%	8,760
Close	8,865	8,785	-80	-0.9%	8,835
Range	165	140	-25	-15.2%	345
ATR	213	208	-5	-2.5%	0
Volume	21,889	8,415	-13,474	-61.6%	40,997

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,228	9,147	8,862
R3	9,088	9,007	8,824
R2	8,948	8,948	8,811
R1	8,867	8,867	8,798	8,838
PP	8,808	8,808	8,808	8,794
S1	8,727	8,727	8,772	8,698
S2	8,668	8,668	8,759
S3	8,528	8,587	8,747
S4	8,388	8,447	8,708

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,935	9,730	9,025
R3	9,590	9,385	8,930
R2	9,245	9,245	8,898
R1	9,040	9,040	8,867	9,143
PP	8,900	8,900	8,900	8,951
S1	8,695	8,695	8,804	8,798
S2	8,555	8,555	8,772
S3	8,210	8,350	8,740
S4	7,865	8,005	8,645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,105	8,590	515	5.9%	181	2.1%	38%	False	False	12,684
10	9,105	8,590	515	5.9%	176	2.0%	38%	False	False	10,485
20	9,165	8,590	575	6.5%	200	2.3%	34%	False	False	11,016
40	10,190	8,590	1,600	18.2%	223	2.5%	12%	False	False	12,831
60	10,255	8,590	1,665	19.0%	201	2.3%	12%	False	False	11,480
80	10,255	8,590	1,665	19.0%	176	2.0%	12%	False	False	9,548
100	10,255	8,590	1,665	19.0%	145	1.7%	12%	False	False	7,640
120	10,255	8,590	1,665	19.0%	121	1.4%	12%	False	False	6,367

Crabel Price Patterns
NR	True
NR4	True
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	32
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,485
2.618	9,257
1.618	9,117
1.000	9,030
0.618	8,977
HIGH	8,890
0.618	8,837
0.500	8,820
0.382	8,804
LOW	8,750
0.618	8,664
1.000	8,610
1.618	8,524
2.618	8,384
4.250	8,155

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	8,820	8,770
PP	8,808	8,755
S1	8,797	8,740

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

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