NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	8,585	8,680	95	1.1%	8,705
High	8,705	8,785	80	0.9%	8,745
Low	8,520	8,680	160	1.9%	8,510
Close	8,685	8,740	55	0.6%	8,685
Range	185	105	-80	-43.2%	235
ATR	150	147	-3	-2.2%	0
Volume	3,715	3,788	73	2.0%	17,838

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,050	9,000	8,798
R3	8,945	8,895	8,769
R2	8,840	8,840	8,759
R1	8,790	8,790	8,750	8,815
PP	8,735	8,735	8,735	8,748
S1	8,685	8,685	8,731	8,710
S2	8,630	8,630	8,721
S3	8,525	8,580	8,711
S4	8,420	8,475	8,682

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	8,785	8,510	275	3.1%	150	1.7%	84%	True	False	3,830
10	8,785	8,330	455	5.2%	155	1.8%	90%	True	False	4,308
20	8,980	8,330	650	7.4%	147	1.7%	63%	False	False	4,029
40	9,170	8,330	840	9.6%	146	1.7%	49%	False	False	4,303
60	9,170	8,200	970	11.1%	129	1.5%	56%	False	False	3,664
80	9,635	8,200	1,435	16.4%	98	1.1%	38%	False	False	2,748

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 3 trading days

Fibonacci Retracements and Extensions
4.250	9,231
2.618	9,060
1.618	8,955
1.000	8,890
0.618	8,850
HIGH	8,785
0.618	8,745
0.500	8,733
0.382	8,720
LOW	8,680
0.618	8,615
1.000	8,575
1.618	8,510
2.618	8,405
4.250	8,234

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	8,738	8,709
PP	8,735	8,678
S1	8,733	8,648

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

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