NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	20,800	20,680	-120	-0.6%	20,040
High	20,885	20,705	-180	-0.9%	20,770
Low	20,625	20,550	-75	-0.4%	19,965
Close	20,750	20,670	-80	-0.4%	20,755
Range	260	155	-105	-40.4%	805
ATR	336	326	-10	-2.9%	0
Volume	13,132	9,644	-3,488	-26.6%	56,632

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,107	21,043	20,755
R3	20,952	20,888	20,713
R2	20,797	20,797	20,699
R1	20,733	20,733	20,684	20,688
PP	20,642	20,642	20,642	20,619
S1	20,578	20,578	20,656	20,533
S2	20,487	20,487	20,642
S3	20,332	20,423	20,628
S4	20,177	20,268	20,585

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,912	22,638	21,198
R3	22,107	21,833	20,977
R2	21,302	21,302	20,903
R1	21,028	21,028	20,829	21,165
PP	20,497	20,497	20,497	20,565
S1	20,223	20,223	20,681	20,360
S2	19,692	19,692	20,608
S3	18,887	19,418	20,534
S4	18,082	18,613	20,312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,885	20,550	335	1.6%	171	0.8%	36%	False	True	8,606
10	20,885	19,165	1,720	8.3%	305	1.5%	88%	False	False	13,417
20	20,990	19,165	1,825	8.8%	359	1.7%	82%	False	False	16,386
40	20,990	19,165	1,825	8.8%	311	1.5%	82%	False	False	13,154
60	20,990	19,165	1,825	8.8%	261	1.3%	82%	False	False	8,776
80	20,990	19,165	1,825	8.8%	211	1.0%	82%	False	False	6,585
100	20,990	18,595	2,395	11.6%	172	0.8%	87%	False	False	5,269
120	20,990	17,650	3,340	16.2%	144	0.7%	90%	False	False	4,391

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	62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,364
2.618	21,111
1.618	20,956
1.000	20,860
0.618	20,801
HIGH	20,705
0.618	20,646
0.500	20,628
0.382	20,609
LOW	20,550
0.618	20,454
1.000	20,395
1.618	20,299
2.618	20,144
4.250	19,891

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	20,656	20,718
PP	20,642	20,702
S1	20,628	20,686

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

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