NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	8,700	8,890	190	2.2%	8,705
High	8,945	8,970	25	0.3%	8,745
Low	8,680	8,830	150	1.7%	8,510
Close	8,885	8,890	5	0.1%	8,685
Range	265	140	-125	-47.2%	235
ATR	155	154	-1	-0.7%	0
Volume	5,391	4,090	-1,301	-24.1%	17,838

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,317	9,243	8,967
R3	9,177	9,103	8,929
R2	9,037	9,037	8,916
R1	8,963	8,963	8,903	8,960
PP	8,897	8,897	8,897	8,895
S1	8,823	8,823	8,877	8,820
S2	8,757	8,757	8,864
S3	8,617	8,683	8,852
S4	8,477	8,543	8,813

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	8,970	8,510	460	5.2%	178	2.0%	83%	True	False	4,426
10	8,970	8,370	600	6.7%	169	1.9%	87%	True	False	4,172
20	8,970	8,330	640	7.2%	155	1.7%	88%	True	False	4,092
40	9,170	8,330	840	9.4%	146	1.6%	67%	False	False	4,312
60	9,170	8,200	970	10.9%	134	1.5%	71%	False	False	3,822
80	9,635	8,200	1,435	16.1%	103	1.2%	48%	False	False	2,867

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	9,565
2.618	9,337
1.618	9,197
1.000	9,110
0.618	9,057
HIGH	8,970
0.618	8,917
0.500	8,900
0.382	8,884
LOW	8,830
0.618	8,744
1.000	8,690
1.618	8,604
2.618	8,464
4.250	8,235

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	8,900	8,868
PP	8,897	8,847
S1	8,893	8,825

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

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