NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	16,950	16,685	-265	-1.6%	16,605
High	16,990	16,755	-235	-1.4%	16,990
Low	16,525	16,605	80	0.5%	16,525
Close	16,625	16,660	35	0.2%	16,660
Range	465	150	-315	-67.7%	465
ATR	400	382	-18	-4.5%	0
Volume	24,450	9,908	-14,542	-59.5%	68,510

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,123	17,042	16,743
R3	16,973	16,892	16,701
R2	16,823	16,823	16,688
R1	16,742	16,742	16,674	16,708
PP	16,673	16,673	16,673	16,656
S1	16,592	16,592	16,646	16,558
S2	16,523	16,523	16,633
S3	16,373	16,442	16,619
S4	16,223	16,292	16,578

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,120	17,855	16,916
R3	17,655	17,390	16,788
R2	17,190	17,190	16,745
R1	16,925	16,925	16,703	17,058
PP	16,725	16,725	16,725	16,791
S1	16,460	16,460	16,618	16,593
S2	16,260	16,260	16,575
S3	15,795	15,995	16,532
S4	15,330	15,530	16,404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,990	16,525	465	2.8%	283	1.7%	29%	False	False	13,702
10	16,990	15,425	1,565	9.4%	375	2.2%	79%	False	False	17,931
20	16,990	14,990	2,000	12.0%	438	2.6%	84%	False	False	19,984
40	17,300	14,990	2,310	13.9%	404	2.4%	72%	False	False	15,420
60	17,580	14,990	2,590	15.5%	361	2.2%	64%	False	False	10,290
80	17,830	14,990	2,840	17.0%	303	1.8%	59%	False	False	7,718
100	17,830	14,990	2,840	17.0%	246	1.5%	59%	False	False	6,175
120	17,830	14,990	2,840	17.0%	205	1.2%	59%	False	False	5,145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	72
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	17,393
2.618	17,148
1.618	16,998
1.000	16,905
0.618	16,848
HIGH	16,755
0.618	16,698
0.500	16,680
0.382	16,662
LOW	16,605
0.618	16,512
1.000	16,455
1.618	16,362
2.618	16,212
4.250	15,968

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	16,680	16,758
PP	16,673	16,725
S1	16,667	16,693

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

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