NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	8,810	8,740	-70	-0.8%	9,000
High	8,835	8,815	-20	-0.2%	9,000
Low	8,705	8,730	25	0.3%	8,670
Close	8,745	8,790	45	0.5%	8,810
Range	130	85	-45	-34.6%	330
ATR	141	137	-4	-2.8%	0
Volume	2,391	3,600	1,209	50.6%	18,579

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,033	8,997	8,837
R3	8,948	8,912	8,814
R2	8,863	8,863	8,806
R1	8,827	8,827	8,798	8,845
PP	8,778	8,778	8,778	8,788
S1	8,742	8,742	8,782	8,760
S2	8,693	8,693	8,775
S3	8,608	8,657	8,767
S4	8,523	8,572	8,743

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,817	9,643	8,992
R3	9,487	9,313	8,901
R2	9,157	9,157	8,871
R1	8,983	8,983	8,840	8,905
PP	8,827	8,827	8,827	8,788
S1	8,653	8,653	8,780	8,575
S2	8,497	8,497	8,750
S3	8,167	8,323	8,719
S4	7,837	7,993	8,629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,895	8,670	225	2.6%	131	1.5%	53%	False	False	3,326
10	9,170	8,670	500	5.7%	134	1.5%	24%	False	False	3,390
20	9,170	8,620	550	6.3%	143	1.6%	31%	False	False	4,203
40	9,170	8,200	970	11.0%	137	1.6%	61%	False	False	4,016
60	9,635	8,200	1,435	16.3%	96	1.1%	41%	False	False	2,678

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,176
2.618	9,038
1.618	8,953
1.000	8,900
0.618	8,868
HIGH	8,815
0.618	8,783
0.500	8,773
0.382	8,763
LOW	8,730
0.618	8,678
1.000	8,645
1.618	8,593
2.618	8,508
4.250	8,369

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	8,784	8,781
PP	8,778	8,772
S1	8,773	8,763

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

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