NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	16,615	16,605	-10	-0.1%	15,500
High	16,680	16,785	105	0.6%	16,705
Low	16,455	16,555	100	0.6%	15,425
Close	16,560	16,680	120	0.7%	16,560
Range	225	230	5	2.2%	1,280
ATR	426	412	-14	-3.3%	0
Volume	15,999	6,200	-9,799	-61.2%	110,805

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,363	17,252	16,807
R3	17,133	17,022	16,743
R2	16,903	16,903	16,722
R1	16,792	16,792	16,701	16,848
PP	16,673	16,673	16,673	16,701
S1	16,562	16,562	16,659	16,618
S2	16,443	16,443	16,638
S3	16,213	16,332	16,617
S4	15,983	16,102	16,554

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	16,785	16,080	705	4.2%	355	2.1%	85%	True	False	18,807
10	16,785	15,160	1,625	9.7%	386	2.3%	94%	True	False	18,633
20	16,785	14,990	1,795	10.8%	464	2.8%	94%	True	False	19,724
40	17,300	14,990	2,310	13.8%	399	2.4%	73%	False	False	13,871
60	17,830	14,990	2,840	17.0%	354	2.1%	60%	False	False	9,252
80	17,830	14,990	2,840	17.0%	291	1.7%	60%	False	False	6,939
100	17,830	14,990	2,840	17.0%	235	1.4%	60%	False	False	5,551
120	17,830	14,990	2,840	17.0%	196	1.2%	60%	False	False	4,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	77
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,763
2.618	17,387
1.618	17,157
1.000	17,015
0.618	16,927
HIGH	16,785
0.618	16,697
0.500	16,670
0.382	16,643
LOW	16,555
0.618	16,413
1.000	16,325
1.618	16,183
2.618	15,953
4.250	15,578

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	16,677	16,633
PP	16,673	16,585
S1	16,670	16,538

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

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