NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	14,620	14,815	195	1.3%	14,590
High	14,845	14,820	-25	-0.2%	14,725
Low	14,530	14,510	-20	-0.1%	14,200
Close	14,800	14,590	-210	-1.4%	14,620
Range	315	310	-5	-1.6%	525
ATR	457	446	-10	-2.3%	0
Volume	5,652	11,312	5,660	100.1%	77,828

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,570	15,390	14,761
R3	15,260	15,080	14,675
R2	14,950	14,950	14,647
R1	14,770	14,770	14,619	14,705
PP	14,640	14,640	14,640	14,608
S1	14,460	14,460	14,562	14,395
S2	14,330	14,330	14,533
S3	14,020	14,150	14,505
S4	13,710	13,840	14,420

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,090	15,880	14,909
R3	15,565	15,355	14,765
R2	15,040	15,040	14,716
R1	14,830	14,830	14,668	14,935
PP	14,515	14,515	14,515	14,568
S1	14,305	14,305	14,572	14,410
S2	13,990	13,990	14,524
S3	13,465	13,780	14,476
S4	12,940	13,255	14,331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,845	14,355	490	3.4%	300	2.1%	48%	False	False	12,760
10	14,845	13,905	940	6.4%	371	2.5%	73%	False	False	15,569
20	14,845	12,815	2,030	13.9%	449	3.1%	87%	False	False	19,058
40	16,120	12,420	3,700	25.4%	555	3.8%	59%	False	False	15,395
60	16,120	12,420	3,700	25.4%	426	2.9%	59%	False	False	10,292
80	16,120	12,015	4,105	28.1%	378	2.6%	63%	False	False	7,741
100	16,120	11,160	4,960	34.0%	319	2.2%	69%	False	False	6,195

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,138
2.618	15,632
1.618	15,322
1.000	15,130
0.618	15,012
HIGH	14,820
0.618	14,702
0.500	14,665
0.382	14,629
LOW	14,510
0.618	14,319
1.000	14,200
1.618	14,009
2.618	13,699
4.250	13,193

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	14,665	14,678
PP	14,640	14,648
S1	14,615	14,619

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

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