NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	8,820	8,800	-20	-0.2%	9,000
High	8,820	8,840	20	0.2%	9,000
Low	8,725	8,785	60	0.7%	8,670
Close	8,785	8,810	25	0.3%	8,810
Range	95	55	-40	-42.1%	330
ATR	134	128	-6	-4.2%	0
Volume	3,199	3,149	-50	-1.6%	18,579

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,977	8,948	8,840
R3	8,922	8,893	8,825
R2	8,867	8,867	8,820
R1	8,838	8,838	8,815	8,853
PP	8,812	8,812	8,812	8,819
S1	8,783	8,783	8,805	8,798
S2	8,757	8,757	8,800
S3	8,702	8,728	8,795
S4	8,647	8,673	8,780

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	8,840	8,690	150	1.7%	101	1.1%	80%	True	False	3,129
10	9,090	8,670	420	4.8%	124	1.4%	33%	False	False	3,505
20	9,170	8,620	550	6.2%	140	1.6%	35%	False	False	4,022
40	9,170	8,200	970	11.0%	138	1.6%	63%	False	False	4,174
60	9,635	8,200	1,435	16.3%	98	1.1%	43%	False	False	2,784

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	9,074
2.618	8,984
1.618	8,929
1.000	8,895
0.618	8,874
HIGH	8,840
0.618	8,819
0.500	8,813
0.382	8,806
LOW	8,785
0.618	8,751
1.000	8,730
1.618	8,696
2.618	8,641
4.250	8,551

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	8,813	8,801
PP	8,812	8,792
S1	8,811	8,783

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

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