NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 05-Aug-2013

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	14,240	14,370	130	0.9%	13,990
High	14,565	14,410	-155	-1.1%	14,565
Low	14,190	14,220	30	0.2%	13,545
Close	14,355	14,290	-65	-0.5%	14,355
Range	375	190	-185	-49.3%	1,020
ATR	433	416	-17	-4.0%	0
Volume	16,832	6,931	-9,901	-58.8%	82,761

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,877	14,773	14,395
R3	14,687	14,583	14,342
R2	14,497	14,497	14,325
R1	14,393	14,393	14,308	14,350
PP	14,307	14,307	14,307	14,285
S1	14,203	14,203	14,273	14,160
S2	14,117	14,117	14,255
S3	13,927	14,013	14,238
S4	13,737	13,823	14,186

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	17,215	16,805	14,916
R3	16,195	15,785	14,636
R2	15,175	15,175	14,542
R1	14,765	14,765	14,449	14,970
PP	14,155	14,155	14,155	14,258
S1	13,745	13,745	14,262	13,950
S2	13,135	13,135	14,168
S3	12,115	12,725	14,075
S4	11,095	11,705	13,794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,565	13,545	1,020	7.1%	391	2.7%	73%	False	False	14,360
10	14,925	13,545	1,380	9.7%	399	2.8%	54%	False	False	15,817
20	15,060	13,545	1,515	10.6%	368	2.6%	49%	False	False	14,481
40	15,060	12,525	2,535	17.7%	457	3.2%	70%	False	False	19,876
60	16,120	12,420	3,700	25.9%	484	3.4%	51%	False	False	13,780
80	16,120	12,420	3,700	25.9%	407	2.8%	51%	False	False	10,365
100	16,120	12,015	4,105	28.7%	360	2.5%	55%	False	False	8,295
120	16,120	11,110	5,010	35.1%	324	2.3%	63%	False	False	6,915

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	49
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	15,218
2.618	14,908
1.618	14,718
1.000	14,600
0.618	14,528
HIGH	14,410
0.618	14,338
0.500	14,315
0.382	14,293
LOW	14,220
0.618	14,103
1.000	14,030
1.618	13,913
2.618	13,723
4.250	13,413

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	14,315	14,224
PP	14,307	14,158
S1	14,298	14,093

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

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