NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	9,070	8,915	-155	-1.7%	9,110
High	9,070	8,935	-135	-1.5%	9,160
Low	8,905	8,820	-85	-1.0%	8,820
Close	8,915	8,895	-20	-0.2%	8,895
Range	165	115	-50	-30.3%	340
ATR	138	136	-2	-1.2%	0
Volume	2,802	5,667	2,865	102.2%	18,037

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,228	9,177	8,958
R3	9,113	9,062	8,927
R2	8,998	8,998	8,916
R1	8,947	8,947	8,906	8,915
PP	8,883	8,883	8,883	8,868
S1	8,832	8,832	8,885	8,800
S2	8,768	8,768	8,874
S3	8,653	8,717	8,864
S4	8,538	8,602	8,832

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,978	9,777	9,082
R3	9,638	9,437	8,989
R2	9,298	9,298	8,957
R1	9,097	9,097	8,926	9,028
PP	8,958	8,958	8,958	8,924
S1	8,757	8,757	8,864	8,688
S2	8,618	8,618	8,833
S3	8,278	8,417	8,802
S4	7,938	8,077	8,708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,160	8,820	340	3.8%	113	1.3%	22%	False	True	3,607
10	9,285	8,820	465	5.2%	131	1.5%	16%	False	True	3,593
20	9,285	8,680	605	6.8%	134	1.5%	36%	False	False	3,607
40	9,285	8,330	955	10.7%	141	1.6%	59%	False	False	3,802
60	9,285	8,330	955	10.7%	144	1.6%	59%	False	False	4,105
80	9,285	8,200	1,085	12.2%	129	1.4%	64%	False	False	3,603
100	9,635	8,200	1,435	16.1%	104	1.2%	48%	False	False	2,882

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	30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,424
2.618	9,236
1.618	9,121
1.000	9,050
0.618	9,006
HIGH	8,935
0.618	8,891
0.500	8,878
0.382	8,864
LOW	8,820
0.618	8,749
1.000	8,705
1.618	8,634
2.618	8,519
4.250	8,331

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	8,889	8,960
PP	8,883	8,938
S1	8,878	8,917

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

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