NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	9,950	9,950	0	0.0%	10,120
High	9,950	9,950	0	0.0%	10,120
Low	9,940	9,940	0	0.0%	9,915
Close	9,795	9,640	-155	-1.6%	9,800
Range	10	10	0	0.0%	205
ATR	34	42	9	25.8%	0
Volume	10	4	-6	-60.0%	118

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,873	9,767	9,646
R3	9,863	9,757	9,643
R2	9,853	9,853	9,642
R1	9,747	9,747	9,641	9,795
PP	9,843	9,843	9,843	9,868
S1	9,737	9,737	9,639	9,785
S2	9,833	9,833	9,638
S3	9,823	9,727	9,637
S4	9,813	9,717	9,635

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,560	10,385	9,913
R3	10,355	10,180	9,857
R2	10,150	10,150	9,838
R1	9,975	9,975	9,819	9,960
PP	9,945	9,945	9,945	9,938
S1	9,770	9,770	9,781	9,755
S2	9,740	9,740	9,763
S3	9,535	9,565	9,744
S4	9,330	9,360	9,687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,050	9,915	135	1.4%	8	0.1%	-204%	False	False	16
10	10,120	9,915	205	2.1%	4	0.0%	-134%	False	False	20
20	10,120	9,810	310	3.2%	2	0.0%	-55%	False	False	11

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0

Fibonacci Retracements and Extensions
4.250	9,993
2.618	9,976
1.618	9,966
1.000	9,960
0.618	9,956
HIGH	9,950
0.618	9,946
0.500	9,945
0.382	9,944
LOW	9,940
0.618	9,934
1.000	9,930
1.618	9,924
2.618	9,914
4.250	9,898

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	9,945	9,933
PP	9,843	9,835
S1	9,742	9,738

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

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