NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	13,285	13,595	310	2.3%	13,605
High	13,650	13,790	140	1.0%	13,815
Low	13,230	13,590	360	2.7%	13,230
Close	13,595	13,750	155	1.1%	13,750
Range	420	200	-220	-52.4%	585
ATR	384	371	-13	-3.4%	0
Volume	18,317	15,351	-2,966	-16.2%	81,417

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,310	14,230	13,860
R3	14,110	14,030	13,805
R2	13,910	13,910	13,787
R1	13,830	13,830	13,768	13,870
PP	13,710	13,710	13,710	13,730
S1	13,630	13,630	13,732	13,670
S2	13,510	13,510	13,713
S3	13,310	13,430	13,695
S4	13,110	13,230	13,640

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	15,353	15,137	14,072
R3	14,768	14,552	13,911
R2	14,183	14,183	13,857
R1	13,967	13,967	13,804	14,075
PP	13,598	13,598	13,598	13,653
S1	13,382	13,382	13,697	13,490
S2	13,013	13,013	13,643
S3	12,428	12,797	13,589
S4	11,843	12,212	13,428

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,815	13,230	585	4.3%	314	2.3%	89%	False	False	16,283
10	14,085	13,230	855	6.2%	325	2.4%	61%	False	False	15,082
20	14,565	13,230	1,335	9.7%	374	2.7%	39%	False	False	16,283
40	15,060	13,230	1,830	13.3%	382	2.8%	28%	False	False	15,919
60	15,060	12,420	2,640	19.2%	461	3.4%	50%	False	False	17,596
80	16,120	12,420	3,700	26.9%	441	3.2%	36%	False	False	13,289
100	16,120	12,270	3,850	28.0%	397	2.9%	38%	False	False	10,654
120	16,120	12,015	4,105	29.9%	345	2.5%	42%	False	False	8,879

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	72
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	14,640
2.618	14,314
1.618	14,114
1.000	13,990
0.618	13,914
HIGH	13,790
0.618	13,714
0.500	13,690
0.382	13,667
LOW	13,590
0.618	13,467
1.000	13,390
1.618	13,267
2.618	13,067
4.250	12,740

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	13,730	13,670
PP	13,710	13,590
S1	13,690	13,510

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

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