NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	13,595	13,750	155	1.1%	13,605
High	13,790	13,780	-10	-0.1%	13,815
Low	13,590	13,530	-60	-0.4%	13,230
Close	13,750	13,560	-190	-1.4%	13,750
Range	200	250	50	25.0%	585
ATR	371	362	-9	-2.3%	0
Volume	15,351	6,609	-8,742	-56.9%	81,417

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,373	14,217	13,698
R3	14,123	13,967	13,629
R2	13,873	13,873	13,606
R1	13,717	13,717	13,583	13,670
PP	13,623	13,623	13,623	13,600
S1	13,467	13,467	13,537	13,420
S2	13,373	13,373	13,514
S3	13,123	13,217	13,491
S4	12,873	12,967	13,423

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	13,790	13,230	560	4.1%	308	2.3%	59%	False	False	14,987
10	14,085	13,230	855	6.3%	325	2.4%	39%	False	False	14,548
20	14,565	13,230	1,335	9.8%	364	2.7%	25%	False	False	15,718
40	15,060	13,230	1,830	13.5%	376	2.8%	18%	False	False	15,638
60	15,060	12,420	2,640	19.5%	457	3.4%	43%	False	False	17,680
80	16,120	12,420	3,700	27.3%	441	3.3%	31%	False	False	13,371
100	16,120	12,420	3,700	27.3%	391	2.9%	31%	False	False	10,720
120	16,120	12,015	4,105	30.3%	347	2.6%	38%	False	False	8,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,843
2.618	14,435
1.618	14,185
1.000	14,030
0.618	13,935
HIGH	13,780
0.618	13,685
0.500	13,655
0.382	13,626
LOW	13,530
0.618	13,376
1.000	13,280
1.618	13,126
2.618	12,876
4.250	12,468

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	13,655	13,543
PP	13,623	13,527
S1	13,592	13,510

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

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