NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	8,835	8,650	-185	-2.1%	8,700
High	8,840	8,715	-125	-1.4%	8,895
Low	8,625	8,620	-5	-0.1%	8,630
Close	8,655	8,700	45	0.5%	8,835
Range	215	95	-120	-55.8%	265
ATR	129	127	-2	-1.9%	0
Volume	5,677	3,678	-1,999	-35.2%	25,297

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,963	8,927	8,752
R3	8,868	8,832	8,726
R2	8,773	8,773	8,718
R1	8,737	8,737	8,709	8,755
PP	8,678	8,678	8,678	8,688
S1	8,642	8,642	8,691	8,660
S2	8,583	8,583	8,683
S3	8,488	8,547	8,674
S4	8,393	8,452	8,648

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,582	9,473	8,981
R3	9,317	9,208	8,908
R2	9,052	9,052	8,884
R1	8,943	8,943	8,859	8,998
PP	8,787	8,787	8,787	8,814
S1	8,678	8,678	8,811	8,733
S2	8,522	8,522	8,787
S3	8,257	8,413	8,762
S4	7,992	8,148	8,689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,895	8,620	275	3.2%	142	1.6%	29%	False	True	5,189
10	8,895	8,510	385	4.4%	125	1.4%	49%	False	False	4,925
20	8,895	8,200	695	8.0%	151	1.7%	72%	False	False	5,298
40	9,490	8,200	1,290	14.8%	90	1.0%	39%	False	False	2,652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	35
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	9,119
2.618	8,964
1.618	8,869
1.000	8,810
0.618	8,774
HIGH	8,715
0.618	8,679
0.500	8,668
0.382	8,656
LOW	8,620
0.618	8,561
1.000	8,525
1.618	8,466
2.618	8,371
4.250	8,216

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	8,689	8,733
PP	8,678	8,722
S1	8,668	8,711

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

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