NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	8,680	8,585	-95	-1.1%	8,705
High	8,705	8,705	0	0.0%	8,745
Low	8,510	8,520	10	0.1%	8,510
Close	8,570	8,685	115	1.3%	8,685
Range	195	185	-10	-5.1%	235
ATR	148	150	3	1.8%	0
Volume	5,150	3,715	-1,435	-27.9%	17,838

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,192	9,123	8,787
R3	9,007	8,938	8,736
R2	8,822	8,822	8,719
R1	8,753	8,753	8,702	8,788
PP	8,637	8,637	8,637	8,654
S1	8,568	8,568	8,668	8,603
S2	8,452	8,452	8,651
S3	8,267	8,383	8,634
S4	8,082	8,198	8,583

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,352	9,253	8,814
R3	9,117	9,018	8,750
R2	8,882	8,882	8,728
R1	8,783	8,783	8,707	8,715
PP	8,647	8,647	8,647	8,613
S1	8,548	8,548	8,664	8,480
S2	8,412	8,412	8,642
S3	8,177	8,313	8,621
S4	7,942	8,078	8,556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,745	8,510	235	2.7%	151	1.7%	74%	False	False	3,567
10	8,745	8,330	415	4.8%	164	1.9%	86%	False	False	4,455
20	9,000	8,330	670	7.7%	148	1.7%	53%	False	False	3,998
40	9,170	8,330	840	9.7%	150	1.7%	42%	False	False	4,354
60	9,170	8,200	970	11.2%	127	1.5%	50%	False	False	3,601
80	9,635	8,200	1,435	16.5%	97	1.1%	34%	False	False	2,701

Crabel Price Patterns
NR	True
NR4	False
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	32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,491
2.618	9,189
1.618	9,004
1.000	8,890
0.618	8,819
HIGH	8,705
0.618	8,634
0.500	8,613
0.382	8,591
LOW	8,520
0.618	8,406
1.000	8,335
1.618	8,221
2.618	8,036
4.250	7,734

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	8,661	8,659
PP	8,637	8,633
S1	8,613	8,608

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

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