NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	8,930	8,845	-85	-1.0%	9,125
High	8,980	8,895	-85	-0.9%	9,170
Low	8,825	8,815	-10	-0.1%	8,940
Close	8,860	8,875	15	0.2%	9,015
Range	155	80	-75	-48.4%	230
ATR	140	136	-4	-3.1%	0
Volume	4,765	3,458	-1,307	-27.4%	15,780

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,102	9,068	8,919
R3	9,022	8,988	8,897
R2	8,942	8,942	8,890
R1	8,908	8,908	8,882	8,925
PP	8,862	8,862	8,862	8,870
S1	8,828	8,828	8,868	8,845
S2	8,782	8,782	8,860
S3	8,702	8,748	8,853
S4	8,622	8,668	8,831

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,732	9,603	9,142
R3	9,502	9,373	9,078
R2	9,272	9,272	9,057
R1	9,143	9,143	9,036	9,093
PP	9,042	9,042	9,042	9,016
S1	8,913	8,913	8,994	8,863
S2	8,812	8,812	8,973
S3	8,582	8,683	8,952
S4	8,352	8,453	8,889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,170	8,815	355	4.0%	127	1.4%	17%	False	True	4,137
10	9,170	8,660	510	5.7%	147	1.7%	42%	False	False	4,141
20	9,170	8,510	660	7.4%	136	1.5%	55%	False	False	4,533
40	9,170	8,200	970	10.9%	124	1.4%	70%	False	False	3,687
60	9,635	8,200	1,435	16.2%	86	1.0%	47%	False	False	2,459

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	27
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	9,235
2.618	9,105
1.618	9,025
1.000	8,975
0.618	8,945
HIGH	8,895
0.618	8,865
0.500	8,855
0.382	8,846
LOW	8,815
0.618	8,766
1.000	8,735
1.618	8,686
2.618	8,606
4.250	8,475

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	8,868	8,908
PP	8,862	8,897
S1	8,855	8,886

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

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