NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	13,790	13,640	-150	-1.1%	14,930
High	13,875	14,285	410	3.0%	15,010
Low	13,545	13,620	75	0.6%	13,885
Close	13,680	14,220	540	3.9%	13,990
Range	330	665	335	101.5%	1,125
ATR	420	437	18	4.2%	0
Volume	15,255	19,719	4,464	29.3%	82,886

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,037	15,793	14,586
R3	15,372	15,128	14,403
R2	14,707	14,707	14,342
R1	14,463	14,463	14,281	14,585
PP	14,042	14,042	14,042	14,103
S1	13,798	13,798	14,159	13,920
S2	13,377	13,377	14,098
S3	12,712	13,133	14,037
S4	12,047	12,468	13,854

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	17,670	16,955	14,609
R3	16,545	15,830	14,300
R2	15,420	15,420	14,196
R1	14,705	14,705	14,093	14,500
PP	14,295	14,295	14,295	14,193
S1	13,580	13,580	13,887	13,375
S2	13,170	13,170	13,784
S3	12,045	12,455	13,681
S4	10,920	11,330	13,371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,490	13,545	945	6.6%	490	3.4%	71%	False	False	18,228
10	15,035	13,545	1,490	10.5%	441	3.1%	45%	False	False	16,669
20	15,060	13,545	1,515	10.7%	388	2.7%	45%	False	False	15,227
40	15,060	12,420	2,640	18.6%	487	3.4%	68%	False	False	19,652
60	16,120	12,420	3,700	26.0%	483	3.4%	49%	False	False	13,387
80	16,120	12,420	3,700	26.0%	405	2.8%	49%	False	False	10,070
100	16,120	12,015	4,105	28.9%	356	2.5%	54%	False	False	8,057
120	16,120	11,060	5,060	35.6%	324	2.3%	62%	False	False	6,717

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	52
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	17,111
2.618	16,026
1.618	15,361
1.000	14,950
0.618	14,696
HIGH	14,285
0.618	14,031
0.500	13,953
0.382	13,874
LOW	13,620
0.618	13,209
1.000	12,955
1.618	12,544
2.618	11,879
4.250	10,794

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	14,131	14,118
PP	14,042	14,017
S1	13,953	13,915

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

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