NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	8,895	8,965	70	0.8%	8,680
High	9,005	8,965	-40	-0.4%	9,005
Low	8,870	8,840	-30	-0.3%	8,680
Close	8,960	8,930	-30	-0.3%	8,930
Range	135	125	-10	-7.4%	325
ATR	153	151	-2	-1.3%	0
Volume	3,652	3,220	-432	-11.8%	20,141

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,287	9,233	8,999
R3	9,162	9,108	8,965
R2	9,037	9,037	8,953
R1	8,983	8,983	8,942	8,948
PP	8,912	8,912	8,912	8,894
S1	8,858	8,858	8,919	8,823
S2	8,787	8,787	8,907
S3	8,662	8,733	8,896
S4	8,537	8,608	8,861

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,847	9,713	9,109
R3	9,522	9,388	9,020
R2	9,197	9,197	8,990
R1	9,063	9,063	8,960	9,130
PP	8,872	8,872	8,872	8,905
S1	8,738	8,738	8,900	8,805
S2	8,547	8,547	8,871
S3	8,222	8,413	8,841
S4	7,897	8,088	8,751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,005	8,680	325	3.6%	154	1.7%	77%	False	False	4,028
10	9,005	8,510	495	5.5%	153	1.7%	85%	False	False	3,797
20	9,005	8,330	675	7.6%	150	1.7%	89%	False	False	4,076
40	9,170	8,330	840	9.4%	147	1.6%	71%	False	False	4,237
60	9,170	8,200	970	10.9%	138	1.5%	75%	False	False	3,937
80	9,635	8,200	1,435	16.1%	107	1.2%	51%	False	False	2,953

Crabel Price Patterns
NR	True
NR4	True
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	26
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,496
2.618	9,292
1.618	9,167
1.000	9,090
0.618	9,042
HIGH	8,965
0.618	8,917
0.500	8,903
0.382	8,888
LOW	8,840
0.618	8,763
1.000	8,715
1.618	8,638
2.618	8,513
4.250	8,309

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	8,921	8,926
PP	8,912	8,922
S1	8,903	8,918

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

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