NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	8,800	8,820	20	0.2%	8,810
High	8,840	8,830	-10	-0.1%	8,840
Low	8,785	8,605	-180	-2.0%	8,605
Close	8,810	8,630	-180	-2.0%	8,630
Range	55	225	170	309.1%	235
ATR	128	135	7	5.4%	0
Volume	3,149	4,496	1,347	42.8%	16,835

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,363	9,222	8,754
R3	9,138	8,997	8,692
R2	8,913	8,913	8,671
R1	8,772	8,772	8,651	8,730
PP	8,688	8,688	8,688	8,668
S1	8,547	8,547	8,610	8,505
S2	8,463	8,463	8,589
S3	8,238	8,322	8,568
S4	8,013	8,097	8,506

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,397	9,248	8,759
R3	9,162	9,013	8,695
R2	8,927	8,927	8,673
R1	8,778	8,778	8,652	8,735
PP	8,692	8,692	8,692	8,670
S1	8,543	8,543	8,609	8,500
S2	8,457	8,457	8,587
S3	8,222	8,308	8,566
S4	7,987	8,073	8,501

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,840	8,605	235	2.7%	118	1.4%	11%	False	True	3,367
10	9,000	8,605	395	4.6%	132	1.5%	6%	False	True	3,541
20	9,170	8,605	565	6.5%	143	1.7%	4%	False	True	3,925
40	9,170	8,200	970	11.2%	141	1.6%	44%	False	False	4,287
60	9,635	8,200	1,435	16.6%	102	1.2%	30%	False	False	2,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	9,786
2.618	9,419
1.618	9,194
1.000	9,055
0.618	8,969
HIGH	8,830
0.618	8,744
0.500	8,718
0.382	8,691
LOW	8,605
0.618	8,466
1.000	8,380
1.618	8,241
2.618	8,016
4.250	7,649

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	8,718	8,723
PP	8,688	8,692
S1	8,659	8,661

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

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