NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 07-Aug-2012

Day Change Summary
	Previous	Current
	06-Aug-2012	07-Aug-2012	Change	Change %	Previous Week
Open	8,680	8,700	20	0.2%	8,705
High	8,785	8,945	160	1.8%	8,745
Low	8,680	8,680	0	0.0%	8,510
Close	8,740	8,885	145	1.7%	8,685
Range	105	265	160	152.4%	235
ATR	147	155	8	5.7%	0
Volume	3,788	5,391	1,603	42.3%	17,838

Daily Pivots for day following 07-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,632	9,523	9,031
R3	9,367	9,258	8,958
R2	9,102	9,102	8,934
R1	8,993	8,993	8,909	9,048
PP	8,837	8,837	8,837	8,864
S1	8,728	8,728	8,861	8,783
S2	8,572	8,572	8,837
S3	8,307	8,463	8,812
S4	8,042	8,198	8,739

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,352	9,253	8,814
R3	9,117	9,018	8,750
R2	8,882	8,882	8,728
R1	8,783	8,783	8,707	8,715
PP	8,647	8,647	8,647	8,613
S1	8,548	8,548	8,664	8,480
S2	8,412	8,412	8,642
S3	8,177	8,313	8,621
S4	7,942	8,078	8,556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,945	8,510	435	4.9%	171	1.9%	86%	True	False	4,183
10	8,945	8,330	615	6.9%	167	1.9%	90%	True	False	4,305
20	8,945	8,330	615	6.9%	152	1.7%	90%	True	False	4,060
40	9,170	8,330	840	9.5%	145	1.6%	66%	False	False	4,299
60	9,170	8,200	970	10.9%	132	1.5%	71%	False	False	3,754
80	9,635	8,200	1,435	16.2%	102	1.1%	48%	False	False	2,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	10,071
2.618	9,639
1.618	9,374
1.000	9,210
0.618	9,109
HIGH	8,945
0.618	8,844
0.500	8,813
0.382	8,781
LOW	8,680
0.618	8,516
1.000	8,415
1.618	8,251
2.618	7,986
4.250	7,554

Fisher Pivots for day following 07-Aug-2012
Pivot	1 day	3 day
R1	8,861	8,834
PP	8,837	8,783
S1	8,813	8,733

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

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