NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	8,375	8,425	50	0.6%	8,810
High	8,450	8,565	115	1.4%	8,840
Low	8,330	8,370	40	0.5%	8,605
Close	8,415	8,535	120	1.4%	8,630
Range	120	195	75	62.5%	235
ATR	139	143	4	2.9%	0
Volume	5,423	5,590	167	3.1%	16,835

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,075	9,000	8,642
R3	8,880	8,805	8,589
R2	8,685	8,685	8,571
R1	8,610	8,610	8,553	8,648
PP	8,490	8,490	8,490	8,509
S1	8,415	8,415	8,517	8,453
S2	8,295	8,295	8,499
S3	8,100	8,220	8,482
S4	7,905	8,025	8,428

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	8,830	8,330	500	5.9%	177	2.1%	41%	False	False	5,237
10	8,840	8,330	510	6.0%	139	1.6%	40%	False	False	4,183
20	9,170	8,330	840	9.8%	146	1.7%	24%	False	False	4,164
40	9,170	8,200	970	11.4%	151	1.8%	35%	False	False	4,825
60	9,405	8,200	1,205	14.1%	112	1.3%	28%	False	False	3,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	22
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,394
2.618	9,076
1.618	8,881
1.000	8,760
0.618	8,686
HIGH	8,565
0.618	8,491
0.500	8,468
0.382	8,445
LOW	8,370
0.618	8,250
1.000	8,175
1.618	8,055
2.618	7,860
4.250	7,541

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	8,513	8,506
PP	8,490	8,477
S1	8,468	8,448

Download as Excel Spreadsheet

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

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