NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	8,710	8,810	100	1.1%	9,000
High	8,830	8,835	5	0.1%	9,000
Low	8,690	8,705	15	0.2%	8,670
Close	8,810	8,745	-65	-0.7%	8,810
Range	140	130	-10	-7.1%	330
ATR	142	141	-1	-0.6%	0
Volume	3,306	2,391	-915	-27.7%	18,579

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,152	9,078	8,817
R3	9,022	8,948	8,781
R2	8,892	8,892	8,769
R1	8,818	8,818	8,757	8,790
PP	8,762	8,762	8,762	8,748
S1	8,688	8,688	8,733	8,660
S2	8,632	8,632	8,721
S3	8,502	8,558	8,709
S4	8,372	8,428	8,674

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,817	9,643	8,992
R3	9,487	9,313	8,901
R2	9,157	9,157	8,871
R1	8,983	8,983	8,840	8,905
PP	8,827	8,827	8,827	8,788
S1	8,653	8,653	8,780	8,575
S2	8,497	8,497	8,750
S3	8,167	8,323	8,719
S4	7,837	7,993	8,629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,980	8,670	310	3.5%	145	1.7%	24%	False	False	3,559
10	9,170	8,670	500	5.7%	138	1.6%	15%	False	False	3,675
20	9,170	8,620	550	6.3%	146	1.7%	23%	False	False	4,282
40	9,170	8,200	970	11.1%	135	1.5%	56%	False	False	3,927
60	9,635	8,200	1,435	16.4%	94	1.1%	38%	False	False	2,618

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	20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,388
2.618	9,175
1.618	9,045
1.000	8,965
0.618	8,915
HIGH	8,835
0.618	8,785
0.500	8,770
0.382	8,755
LOW	8,705
0.618	8,625
1.000	8,575
1.618	8,495
2.618	8,365
4.250	8,153

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	8,770	8,780
PP	8,762	8,768
S1	8,753	8,757

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

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