NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	15,500	16,140	640	4.1%	15,660
High	16,210	16,640	430	2.7%	15,870
Low	15,425	16,080	655	4.2%	15,160
Close	16,145	16,600	455	2.8%	15,410
Range	785	560	-225	-28.7%	710
ATR	442	451	8	1.9%	0
Volume	22,966	26,331	3,365	14.7%	69,326

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,120	17,920	16,908
R3	17,560	17,360	16,754
R2	17,000	17,000	16,703
R1	16,800	16,800	16,651	16,900
PP	16,440	16,440	16,440	16,490
S1	16,240	16,240	16,549	16,340
S2	15,880	15,880	16,497
S3	15,320	15,680	16,446
S4	14,760	15,120	16,292

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,610	17,220	15,801
R3	16,900	16,510	15,605
R2	16,190	16,190	15,540
R1	15,800	15,800	15,475	15,640
PP	15,480	15,480	15,480	15,400
S1	15,090	15,090	15,345	14,930
S2	14,770	14,770	15,280
S3	14,060	14,380	15,215
S4	13,350	13,670	15,020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,640	15,160	1,480	8.9%	440	2.7%	97%	True	False	20,279
10	16,640	15,060	1,580	9.5%	424	2.6%	97%	True	False	18,952
20	16,720	14,990	1,730	10.4%	487	2.9%	93%	False	False	19,867
40	17,300	14,990	2,310	13.9%	389	2.3%	70%	False	False	12,183
60	17,830	14,990	2,840	17.1%	349	2.1%	57%	False	False	8,124
80	17,830	14,990	2,840	17.1%	277	1.7%	57%	False	False	6,093
100	17,830	14,990	2,840	17.1%	222	1.3%	57%	False	False	4,874
120	17,830	14,990	2,840	17.1%	185	1.1%	57%	False	False	4,062

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	87
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,020
2.618	18,106
1.618	17,546
1.000	17,200
0.618	16,986
HIGH	16,640
0.618	16,426
0.500	16,360
0.382	16,294
LOW	16,080
0.618	15,734
1.000	15,520
1.618	15,174
2.618	14,614
4.250	13,700

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	16,520	16,367
PP	16,440	16,133
S1	16,360	15,900

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

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