NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	8,615	8,620	5	0.1%	8,625
High	8,745	8,690	-55	-0.6%	8,740
Low	8,585	8,585	0	0.0%	8,330
Close	8,610	8,675	65	0.8%	8,690
Range	160	105	-55	-34.4%	410
ATR	147	144	-3	-2.0%	0
Volume	3,630	2,871	-759	-20.9%	26,716

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,965	8,925	8,733
R3	8,860	8,820	8,704
R2	8,755	8,755	8,694
R1	8,715	8,715	8,685	8,735
PP	8,650	8,650	8,650	8,660
S1	8,610	8,610	8,666	8,630
S2	8,545	8,545	8,656
S3	8,440	8,505	8,646
S4	8,335	8,400	8,617

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	8,370	375	4.3%	159	1.8%	81%	False	False	3,918
10	8,840	8,330	510	5.9%	154	1.8%	68%	False	False	4,333
20	9,170	8,330	840	9.7%	142	1.6%	41%	False	False	4,019
40	9,170	8,330	840	9.7%	150	1.7%	41%	False	False	4,550
60	9,170	8,200	970	11.2%	122	1.4%	49%	False	False	3,453
80	9,635	8,200	1,435	16.5%	92	1.1%	33%	False	False	2,590

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	9,136
2.618	8,965
1.618	8,860
1.000	8,795
0.618	8,755
HIGH	8,690
0.618	8,650
0.500	8,638
0.382	8,625
LOW	8,585
0.618	8,520
1.000	8,480
1.618	8,415
2.618	8,310
4.250	8,139

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	8,663	8,672
PP	8,650	8,668
S1	8,638	8,665

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

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