NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	9,245	9,120	-125	-1.4%	9,950
High	9,265	9,195	-70	-0.8%	9,950
Low	9,100	8,695	-405	-4.5%	9,100
Close	9,310	8,720	-590	-6.3%	9,310
Range	165	500	335	203.0%	850
ATR	64	103	39	61.4%	0
Volume	8	9	1	12.5%	30

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,370	10,045	8,995
R3	9,870	9,545	8,858
R2	9,370	9,370	8,812
R1	9,045	9,045	8,766	8,958
PP	8,870	8,870	8,870	8,826
S1	8,545	8,545	8,674	8,458
S2	8,370	8,370	8,628
S3	7,870	8,045	8,583
S4	7,370	7,545	8,445

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	8,695	1,255	14.4%	187	2.1%	2%	False	True	5
10	10,050	8,695	1,355	15.5%	97	1.1%	2%	False	True	13
20	10,120	8,695	1,425	16.3%	48	0.6%	2%	False	True	11

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	10
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	11,320
2.618	10,504
1.618	10,004
1.000	9,695
0.618	9,504
HIGH	9,195
0.618	9,004
0.500	8,945
0.382	8,886
LOW	8,695
0.618	8,386
1.000	8,195
1.618	7,886
2.618	7,386
4.250	6,570

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	8,945	9,200
PP	8,870	9,040
S1	8,795	8,880

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

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