NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	17,765	18,330	565	3.2%	18,940
High	18,490	18,490	0	0.0%	19,215
Low	17,760	18,175	415	2.3%	17,170
Close	18,310	18,235	-75	-0.4%	19,175
Range	730	315	-415	-56.8%	2,045
ATR	592	572	-20	-3.3%	0
Volume	28,244	19,864	-8,380	-29.7%	213,399

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,245	19,055	18,408
R3	18,930	18,740	18,322
R2	18,615	18,615	18,293
R1	18,425	18,425	18,264	18,363
PP	18,300	18,300	18,300	18,269
S1	18,110	18,110	18,206	18,048
S2	17,985	17,985	18,177
S3	17,670	17,795	18,149
S4	17,355	17,480	18,062

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	24,655	23,960	20,300
R3	22,610	21,915	19,738
R2	20,565	20,565	19,550
R1	19,870	19,870	19,363	20,218
PP	18,520	18,520	18,520	18,694
S1	17,825	17,825	18,988	18,173
S2	16,475	16,475	18,800
S3	14,430	15,780	18,613
S4	12,385	13,735	18,050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,215	17,750	1,465	8.0%	561	3.1%	33%	False	False	21,693
10	19,705	17,170	2,535	13.9%	848	4.7%	42%	False	False	34,320
20	20,945	17,170	3,775	20.7%	603	3.3%	28%	False	False	24,109
40	20,945	17,170	3,775	20.7%	429	2.3%	28%	False	False	17,582
60	20,990	17,170	3,820	20.9%	411	2.3%	28%	False	False	17,175
80	20,990	17,170	3,820	20.9%	361	2.0%	28%	False	False	14,041
100	20,990	17,170	3,820	20.9%	310	1.7%	28%	False	False	11,237
120	20,990	17,170	3,820	20.9%	267	1.5%	28%	False	False	9,365

Crabel Price Patterns
NR	True
NR4	True
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	96
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	19,829
2.618	19,315
1.618	19,000
1.000	18,805
0.618	18,685
HIGH	18,490
0.618	18,370
0.500	18,333
0.382	18,295
LOW	18,175
0.618	17,980
1.000	17,860
1.618	17,665
2.618	17,350
4.250	16,836

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	18,333	18,295
PP	18,300	18,275
S1	18,268	18,255

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

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