NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	8,740	8,820	80	0.9%	9,000
High	8,815	8,820	5	0.1%	9,000
Low	8,730	8,725	-5	-0.1%	8,670
Close	8,790	8,785	-5	-0.1%	8,810
Range	85	95	10	11.8%	330
ATR	137	134	-3	-2.2%	0
Volume	3,600	3,199	-401	-11.1%	18,579

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,062	9,018	8,837
R3	8,967	8,923	8,811
R2	8,872	8,872	8,803
R1	8,828	8,828	8,794	8,803
PP	8,777	8,777	8,777	8,764
S1	8,733	8,733	8,776	8,708
S2	8,682	8,682	8,768
S3	8,587	8,638	8,759
S4	8,492	8,543	8,733

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	8,890	8,670	220	2.5%	134	1.5%	52%	False	False	3,275
10	9,170	8,670	500	5.7%	131	1.5%	23%	False	False	3,706
20	9,170	8,620	550	6.3%	143	1.6%	30%	False	False	4,187
40	9,170	8,200	970	11.0%	138	1.6%	60%	False	False	4,095
60	9,635	8,200	1,435	16.3%	97	1.1%	41%	False	False	2,731

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

Fibonacci Retracements and Extensions
4.250	9,224
2.618	9,069
1.618	8,974
1.000	8,915
0.618	8,879
HIGH	8,820
0.618	8,784
0.500	8,773
0.382	8,761
LOW	8,725
0.618	8,666
1.000	8,630
1.618	8,571
2.618	8,476
4.250	8,321

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	8,781	8,780
PP	8,777	8,775
S1	8,773	8,770

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

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