NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	17,765	18,700	935	5.3%	20,590
High	18,800	19,080	280	1.5%	20,685
Low	17,640	18,490	850	4.8%	18,915
Close	18,720	19,025	305	1.6%	18,975
Range	1,160	590	-570	-49.1%	1,770
ATR	572	573	1	0.2%	0
Volume	41,956	25,434	-16,522	-39.4%	89,390

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,635	20,420	19,350
R3	20,045	19,830	19,187
R2	19,455	19,455	19,133
R1	19,240	19,240	19,079	19,348
PP	18,865	18,865	18,865	18,919
S1	18,650	18,650	18,971	18,758
S2	18,275	18,275	18,917
S3	17,685	18,060	18,863
S4	17,095	17,470	18,701

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	24,835	23,675	19,949
R3	23,065	21,905	19,462
R2	21,295	21,295	19,300
R1	20,135	20,135	19,137	19,830
PP	19,525	19,525	19,525	19,373
S1	18,365	18,365	18,813	18,060
S2	17,755	17,755	18,651
S3	15,985	16,595	18,488
S4	14,215	14,825	18,002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,705	17,170	2,535	13.3%	1,135	6.0%	73%	False	False	46,947
10	20,685	17,170	3,515	18.5%	736	3.9%	53%	False	False	29,674
20	20,945	17,170	3,775	19.8%	516	2.7%	49%	False	False	21,156
40	20,945	17,170	3,775	19.8%	435	2.3%	49%	False	False	18,115
60	20,990	17,170	3,820	20.1%	388	2.0%	49%	False	False	16,871
80	20,990	17,170	3,820	20.1%	336	1.8%	49%	False	False	12,687
100	20,990	17,170	3,820	20.1%	287	1.5%	49%	False	False	10,153
120	20,990	17,170	3,820	20.1%	244	1.3%	49%	False	False	8,461

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	110
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	21,588
2.618	20,625
1.618	20,035
1.000	19,670
0.618	19,445
HIGH	19,080
0.618	18,855
0.500	18,785
0.382	18,716
LOW	18,490
0.618	18,126
1.000	17,900
1.618	17,536
2.618	16,946
4.250	15,983

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	18,945	18,803
PP	18,865	18,582
S1	18,785	18,360

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

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