NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	8,490	8,375	-115	-1.4%	8,810
High	8,520	8,450	-70	-0.8%	8,840
Low	8,375	8,330	-45	-0.5%	8,605
Close	8,405	8,415	10	0.1%	8,630
Range	145	120	-25	-17.2%	235
ATR	140	139	-1	-1.0%	0
Volume	5,419	5,423	4	0.1%	16,835

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,758	8,707	8,481
R3	8,638	8,587	8,448
R2	8,518	8,518	8,437
R1	8,467	8,467	8,426	8,493
PP	8,398	8,398	8,398	8,411
S1	8,347	8,347	8,404	8,373
S2	8,278	8,278	8,393
S3	8,158	8,227	8,382
S4	8,038	8,107	8,349

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	8,330	510	6.1%	149	1.8%	17%	False	True	4,748
10	8,890	8,330	560	6.7%	142	1.7%	15%	False	True	4,011
20	9,170	8,330	840	10.0%	144	1.7%	10%	False	True	4,076
40	9,170	8,200	970	11.5%	148	1.8%	22%	False	False	4,687
60	9,490	8,200	1,290	15.3%	108	1.3%	17%	False	False	3,127

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,960
2.618	8,764
1.618	8,644
1.000	8,570
0.618	8,524
HIGH	8,450
0.618	8,404
0.500	8,390
0.382	8,376
LOW	8,330
0.618	8,256
1.000	8,210
1.618	8,136
2.618	8,016
4.250	7,820

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	8,407	8,480
PP	8,398	8,458
S1	8,390	8,437

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

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