NIKKEI 225 Index Future (Globex) September 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	13,750	13,560	-190	-1.4%	13,605
High	13,780	13,685	-95	-0.7%	13,815
Low	13,530	13,195	-335	-2.5%	13,230
Close	13,560	13,220	-340	-2.5%	13,750
Range	250	490	240	96.0%	585
ATR	362	371	9	2.5%	0
Volume	6,609	15,175	8,566	129.6%	81,417

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	14,837	14,518	13,490
R3	14,347	14,028	13,355
R2	13,857	13,857	13,310
R1	13,538	13,538	13,265	13,453
PP	13,367	13,367	13,367	13,324
S1	13,048	13,048	13,175	12,963
S2	12,877	12,877	13,130
S3	12,387	12,558	13,085
S4	11,897	12,068	12,951

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	13,195	595	4.5%	325	2.5%	4%	False	True	14,794
10	14,085	13,195	890	6.7%	336	2.5%	3%	False	True	14,324
20	14,565	13,195	1,370	10.4%	368	2.8%	2%	False	True	15,824
40	15,060	13,195	1,865	14.1%	377	2.8%	1%	False	True	15,591
60	15,060	12,420	2,640	20.0%	454	3.4%	30%	False	False	17,866
80	16,120	12,420	3,700	28.0%	444	3.4%	22%	False	False	13,560
100	16,120	12,420	3,700	28.0%	393	3.0%	22%	False	False	10,871
120	16,120	12,015	4,105	31.1%	351	2.7%	29%	False	False	9,060

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	73
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	15,768
2.618	14,968
1.618	14,478
1.000	14,175
0.618	13,988
HIGH	13,685
0.618	13,498
0.500	13,440
0.382	13,382
LOW	13,195
0.618	12,892
1.000	12,705
1.618	12,402
2.618	11,912
4.250	11,113

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	13,440	13,493
PP	13,367	13,402
S1	13,293	13,311

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

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