NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	16,420	16,615	195	1.2%	15,500
High	16,705	16,680	-25	-0.1%	16,705
Low	16,290	16,455	165	1.0%	15,425
Close	16,615	16,560	-55	-0.3%	16,560
Range	415	225	-190	-45.8%	1,280
ATR	441	426	-15	-3.5%	0
Volume	21,363	15,999	-5,364	-25.1%	110,805

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,240	17,125	16,684
R3	17,015	16,900	16,622
R2	16,790	16,790	16,601
R1	16,675	16,675	16,581	16,620
PP	16,565	16,565	16,565	16,538
S1	16,450	16,450	16,540	16,395
S2	16,340	16,340	16,519
S3	16,115	16,225	16,498
S4	15,890	16,000	16,436

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,070	19,595	17,264
R3	18,790	18,315	16,912
R2	17,510	17,510	16,795
R1	17,035	17,035	16,677	17,273
PP	16,230	16,230	16,230	16,349
S1	15,755	15,755	16,443	15,993
S2	14,950	14,950	16,325
S3	13,670	14,475	16,208
S4	12,390	13,195	15,856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,705	15,425	1,280	7.7%	466	2.8%	89%	False	False	22,161
10	16,705	15,160	1,545	9.3%	384	2.3%	91%	False	False	19,239
20	16,720	14,990	1,730	10.4%	469	2.8%	91%	False	False	20,210
40	17,300	14,990	2,310	13.9%	400	2.4%	68%	False	False	13,719
60	17,830	14,990	2,840	17.1%	350	2.1%	55%	False	False	9,149
80	17,830	14,990	2,840	17.1%	288	1.7%	55%	False	False	6,862
100	17,830	14,990	2,840	17.1%	232	1.4%	55%	False	False	5,489
120	17,830	14,990	2,840	17.1%	194	1.2%	55%	False	False	4,574

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	74
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	17,636
2.618	17,269
1.618	17,044
1.000	16,905
0.618	16,819
HIGH	16,680
0.618	16,594
0.500	16,568
0.382	16,541
LOW	16,455
0.618	16,316
1.000	16,230
1.618	16,091
2.618	15,866
4.250	15,499

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	16,568	16,535
PP	16,565	16,510
S1	16,563	16,485

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

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