NIKKEI 225 Index Future (Globex) December 2011

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Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary Previous Current 30-Jun-2011 01-Jul-2011 Change Change % Previous Week Open 9,845 9,875 30 0.3% 9,585 High 9,845 9,875 30 0.3% 9,875 Low 9,845 9,875 30 0.3% 9,585 Close 9,875 9,975 100 1.0% 9,975 Range ATR Volume 6 6 0 0.0% 30
Daily Pivots for day following 01-Jul-2011 Classic Woodie Camarilla DeMark R4 9,908 9,942 9,975 R3 9,908 9,942 9,975 R2 9,908 9,908 9,975 R1 9,942 9,942 9,975 9,925 PP 9,908 9,908 9,908 9,900 S1 9,942 9,942 9,975 9,925 S2 9,908 9,908 9,975 S3 9,908 9,942 9,975 S4 9,908 9,942 9,975	Weekly Pivots for week ending 01-Jul-2011 Classic Woodie Camarilla DeMark R4 10,682 10,618 10,135 R3 10,392 10,328 10,055 R2 10,102 10,102 10,028 R1 10,038 10,038 10,002 10,070 PP 9,812 9,812 9,812 9,828 S1 9,748 9,748 9,949 9,780 S2 9,522 9,522 9,922 S3 9,232 9,458 9,895 S4 8,942 9,168 9,816
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 9,875 9,585 290 2.9% 0 0.0% 134% True False 6 10 9,875 9,270 605 6.1% 2 0.0% 117% True False 5
Crabel Price Patterns NR False 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 0	Fibonacci Retracements and Extensions 4.250 9,875 2.618 9,875 1.618 9,875 1.000 9,875 0.618 9,875 HIGH 9,875 0.618 9,875 0.500 9,875 0.382 9,875 LOW 9,875 0.618 9,875 1.000 9,875 1.618 9,875 2.618 9,875 4.250 9,875
Fisher Pivots for day following 01-Jul-2011 Pivot 1 day 3 day R1 9,942 9,923 PP 9,908 9,870 S1 9,875 9,818

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