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Holy jumping Jesus on a jet ski 

This shows shock or surprise to something that has just occurred.
Person 1: I bought you a Lamborghini

Person 2: HOLY JUMPING JESUS ON A JET SKI! I love you so much!

holy jumpin 

A term used by a former color analyst for the phoenix coyotes, politically correct version of "Holy Crap!!!"
"Holy Jumpin! Muellers got the Hat Trick!!!"