NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	8,705	8,615	-90	-1.0%	8,625
High	8,705	8,745	40	0.5%	8,740
Low	8,595	8,585	-10	-0.1%	8,330
Close	8,635	8,610	-25	-0.3%	8,690
Range	110	160	50	45.5%	410
ATR	146	147	1	0.7%	0
Volume	2,472	3,630	1,158	46.8%	26,716

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,127	9,028	8,698
R3	8,967	8,868	8,654
R2	8,807	8,807	8,639
R1	8,708	8,708	8,625	8,678
PP	8,647	8,647	8,647	8,631
S1	8,548	8,548	8,595	8,518
S2	8,487	8,487	8,581
S3	8,327	8,388	8,566
S4	8,167	8,228	8,522

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,817	9,663	8,916
R3	9,407	9,253	8,803
R2	8,997	8,997	8,765
R1	8,843	8,843	8,728	8,920
PP	8,587	8,587	8,587	8,625
S1	8,433	8,433	8,653	8,510
S2	8,177	8,177	8,615
S3	7,767	8,023	8,577
S4	7,357	7,613	8,465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,745	8,330	415	4.8%	162	1.9%	67%	True	False	4,428
10	8,840	8,330	510	5.9%	153	1.8%	55%	False	False	4,366
20	9,170	8,330	840	9.8%	144	1.7%	33%	False	False	3,878
40	9,170	8,330	840	9.8%	151	1.8%	33%	False	False	4,759
60	9,170	8,200	970	11.3%	120	1.4%	42%	False	False	3,406

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,425
2.618	9,164
1.618	9,004
1.000	8,905
0.618	8,844
HIGH	8,745
0.618	8,684
0.500	8,665
0.382	8,646
LOW	8,585
0.618	8,486
1.000	8,425
1.618	8,326
2.618	8,166
4.250	7,905

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	8,665	8,630
PP	8,647	8,623
S1	8,628	8,617

Download as Excel Spreadsheet

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

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