NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	13,670	14,005	335	2.5%	14,370
High	14,030	14,085	55	0.4%	14,450
Low	13,645	13,770	125	0.9%	13,420
Close	14,000	13,900	-100	-0.7%	13,575
Range	385	315	-70	-18.2%	1,030
ATR	410	403	-7	-1.7%	0
Volume	17,416	10,590	-6,826	-39.2%	92,072

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,863	14,697	14,073
R3	14,548	14,382	13,987
R2	14,233	14,233	13,958
R1	14,067	14,067	13,929	13,993
PP	13,918	13,918	13,918	13,881
S1	13,752	13,752	13,871	13,678
S2	13,603	13,603	13,842
S3	13,288	13,437	13,814
S4	12,973	13,122	13,727

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	16,905	16,270	14,142
R3	15,875	15,240	13,858
R2	14,845	14,845	13,764
R1	14,210	14,210	13,670	14,013
PP	13,815	13,815	13,815	13,716
S1	13,180	13,180	13,481	12,983
S2	12,785	12,785	13,386
S3	11,755	12,150	13,292
S4	10,725	11,120	13,009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,085	13,420	665	4.8%	373	2.7%	72%	True	False	18,222
10	14,565	13,420	1,145	8.2%	400	2.9%	42%	False	False	16,858
20	15,060	13,420	1,640	11.8%	404	2.9%	29%	False	False	16,255
40	15,060	12,815	2,245	16.2%	423	3.0%	48%	False	False	17,393
60	16,120	12,420	3,700	26.6%	507	3.6%	40%	False	False	15,848
80	16,120	12,420	3,700	26.6%	422	3.0%	40%	False	False	11,905
100	16,120	12,015	4,105	29.5%	385	2.8%	46%	False	False	9,546
120	16,120	11,160	4,960	35.7%	333	2.4%	55%	False	False	7,956

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,424
2.618	14,910
1.618	14,595
1.000	14,400
0.618	14,280
HIGH	14,085
0.618	13,965
0.500	13,928
0.382	13,890
LOW	13,770
0.618	13,575
1.000	13,455
1.618	13,260
2.618	12,945
4.250	12,431

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	13,928	13,854
PP	13,918	13,808
S1	13,909	13,763

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

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