NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	9,700	9,245	-455	-4.7%	9,950
High	9,705	9,265	-440	-4.5%	9,950
Low	9,460	9,100	-360	-3.8%	9,100
Close	9,265	9,310	45	0.5%	9,310
Range	245	165	-80	-32.7%	850
ATR	56	64	8	13.8%	0
Volume	4	8	4	100.0%	30

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,720	9,680	9,401
R3	9,555	9,515	9,356
R2	9,390	9,390	9,340
R1	9,350	9,350	9,325	9,370
PP	9,225	9,225	9,225	9,235
S1	9,185	9,185	9,295	9,205
S2	9,060	9,060	9,280
S3	8,895	9,020	9,265
S4	8,730	8,855	9,219

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,003	11,507	9,778
R3	11,153	10,657	9,544
R2	10,303	10,303	9,466
R1	9,807	9,807	9,388	9,630
PP	9,453	9,453	9,453	9,365
S1	8,957	8,957	9,232	8,780
S2	8,603	8,603	9,154
S3	7,753	8,107	9,076
S4	6,903	7,257	8,843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,950	9,100	850	9.1%	89	1.0%	25%	False	True	6
10	10,120	9,100	1,020	11.0%	47	0.5%	21%	False	True	14
20	10,120	9,100	1,020	11.0%	23	0.2%	21%	False	True	11

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	True
Bull Hook	False
Stretch	3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,966
2.618	9,697
1.618	9,532
1.000	9,430
0.618	9,367
HIGH	9,265
0.618	9,202
0.500	9,183
0.382	9,163
LOW	9,100
0.618	8,998
1.000	8,935
1.618	8,833
2.618	8,668
4.250	8,399

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	9,268	9,403
PP	9,225	9,372
S1	9,183	9,341

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

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