NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	16,605	16,700	95	0.6%	15,500
High	16,785	16,790	5	0.0%	16,705
Low	16,555	16,565	10	0.1%	15,425
Close	16,680	16,680	0	0.0%	16,560
Range	230	225	-5	-2.2%	1,280
ATR	412	398	-13	-3.2%	0
Volume	6,200	13,532	7,332	118.3%	110,805

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,353	17,242	16,804
R3	17,128	17,017	16,742
R2	16,903	16,903	16,721
R1	16,792	16,792	16,701	16,735
PP	16,678	16,678	16,678	16,650
S1	16,567	16,567	16,660	16,510
S2	16,453	16,453	16,639
S3	16,228	16,342	16,618
S4	16,003	16,117	16,556

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	16,790	16,265	525	3.1%	288	1.7%	79%	True	False	16,248
10	16,790	15,160	1,630	9.8%	364	2.2%	93%	True	False	18,263
20	16,790	14,990	1,800	10.8%	454	2.7%	94%	True	False	19,743
40	17,300	14,990	2,310	13.8%	399	2.4%	73%	False	False	14,208
60	17,830	14,990	2,840	17.0%	354	2.1%	60%	False	False	9,478
80	17,830	14,990	2,840	17.0%	294	1.8%	60%	False	False	7,109
100	17,830	14,990	2,840	17.0%	237	1.4%	60%	False	False	5,687
120	17,830	14,990	2,840	17.0%	197	1.2%	60%	False	False	4,739

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,746
2.618	17,379
1.618	17,154
1.000	17,015
0.618	16,929
HIGH	16,790
0.618	16,704
0.500	16,678
0.382	16,651
LOW	16,565
0.618	16,426
1.000	16,340
1.618	16,201
2.618	15,976
4.250	15,609

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	16,679	16,661
PP	16,678	16,642
S1	16,678	16,623

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

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