NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	8,490	8,490	0	0.0%	8,585
High	8,490	8,530	40	0.5%	8,595
Low	8,490	8,490	0	0.0%	8,490
Close	8,530	8,645	115	1.3%	8,645
Range	0	40	40		105
ATR	21	22	1	6.6%	0
Volume	3	1	-2	-66.7%	11

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,675	8,700	8,667
R3	8,635	8,660	8,656
R2	8,595	8,595	8,652
R1	8,620	8,620	8,649	8,608
PP	8,555	8,555	8,555	8,549
S1	8,580	8,580	8,641	8,568
S2	8,515	8,515	8,638
S3	8,475	8,540	8,634
S4	8,435	8,500	8,623

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,892	8,873	8,703
R3	8,787	8,768	8,674
R2	8,682	8,682	8,664
R1	8,663	8,663	8,655	8,673
PP	8,577	8,577	8,577	8,581
S1	8,558	8,558	8,636	8,568
S2	8,472	8,472	8,626
S3	8,367	8,453	8,616
S4	8,262	8,348	8,587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,595	8,490	105	1.2%	10	0.1%	148%	False	True	2
10	8,595	8,365	230	2.7%	5	0.1%	122%	False	False	1
20	9,000	8,365	635	7.3%	4	0.0%	44%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	8,700
2.618	8,635
1.618	8,595
1.000	8,570
0.618	8,555
HIGH	8,530
0.618	8,515
0.500	8,510
0.382	8,505
LOW	8,490
0.618	8,465
1.000	8,450
1.618	8,425
2.618	8,385
4.250	8,320

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	8,600	8,607
PP	8,555	8,568
S1	8,510	8,530

Download as Excel Spreadsheet

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

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