NIKKEI 225 Index Future (Globex) September 2012

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

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	8,855	8,865	10	0.1%	8,895
High	8,940	8,880	-60	-0.7%	8,940
Low	8,810	8,815	5	0.1%	8,640
Close	8,875	8,815	-60	-0.7%	8,875
Range	130	65	-65	-50.0%	300
ATR	145	139	-6	-3.9%	0
Volume	8,883	10,217	1,334	15.0%	33,305

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,032	8,988	8,851
R3	8,967	8,923	8,833
R2	8,902	8,902	8,827
R1	8,858	8,858	8,821	8,848
PP	8,837	8,837	8,837	8,831
S1	8,793	8,793	8,809	8,783
S2	8,772	8,772	8,803
S3	8,707	8,728	8,797
S4	8,642	8,663	8,779

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,718	9,597	9,040
R3	9,418	9,297	8,958
R2	9,118	9,118	8,930
R1	8,997	8,997	8,903	8,908
PP	8,818	8,818	8,818	8,774
S1	8,697	8,697	8,848	8,608
S2	8,518	8,518	8,820
S3	8,218	8,397	8,793
S4	7,918	8,097	8,710

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,940	8,640	300	3.4%	150	1.7%	58%	False	False	8,704
10	9,160	8,640	520	5.9%	132	1.5%	34%	False	False	6,155
20	9,285	8,640	645	7.3%	133	1.5%	27%	False	False	4,776
40	9,285	8,330	955	10.8%	141	1.6%	51%	False	False	4,426
60	9,285	8,330	955	10.8%	142	1.6%	51%	False	False	4,417
80	9,285	8,200	1,085	12.3%	137	1.5%	57%	False	False	4,147
100	9,635	8,200	1,435	16.3%	112	1.3%	43%	False	False	3,317

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	9,156
2.618	9,050
1.618	8,985
1.000	8,945
0.618	8,920
HIGH	8,880
0.618	8,855
0.500	8,848
0.382	8,840
LOW	8,815
0.618	8,775
1.000	8,750
1.618	8,710
2.618	8,645
4.250	8,539

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	8,848	8,809
PP	8,837	8,803
S1	8,826	8,798

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

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