NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	16,695	16,635	-60	-0.4%	16,675
High	16,715	16,795	80	0.5%	16,895
Low	16,435	16,075	-360	-2.2%	16,075
Close	16,635	16,360	-275	-1.7%	16,360
Range	280	720	440	157.1%	820
ATR	368	393	25	6.8%	0
Volume	14,352	28,578	14,226	99.1%	88,241

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,570	18,185	16,756
R3	17,850	17,465	16,558
R2	17,130	17,130	16,492
R1	16,745	16,745	16,426	16,578
PP	16,410	16,410	16,410	16,326
S1	16,025	16,025	16,294	15,858
S2	15,690	15,690	16,228
S3	14,970	15,305	16,162
S4	14,250	14,585	15,964

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,903	18,452	16,811
R3	18,083	17,632	16,586
R2	17,263	17,263	16,510
R1	16,812	16,812	16,435	16,628
PP	16,443	16,443	16,443	16,351
S1	15,992	15,992	16,285	15,808
S2	15,623	15,623	16,210
S3	14,803	15,172	16,135
S4	13,983	14,352	15,909

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,895	16,075	820	5.0%	398	2.4%	35%	False	True	17,648
10	16,990	16,075	915	5.6%	341	2.1%	31%	False	True	15,675
20	16,990	15,160	1,830	11.2%	362	2.2%	66%	False	False	17,457
40	16,990	14,990	2,000	12.2%	417	2.5%	69%	False	False	17,570
60	17,300	14,990	2,310	14.1%	367	2.2%	59%	False	False	11,761
80	17,830	14,990	2,840	17.4%	325	2.0%	48%	False	False	8,821
100	17,830	14,990	2,840	17.4%	266	1.6%	48%	False	False	7,057
120	17,830	14,990	2,840	17.4%	222	1.4%	48%	False	False	5,881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	67
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	19,855
2.618	18,680
1.618	17,960
1.000	17,515
0.618	17,240
HIGH	16,795
0.618	16,520
0.500	16,435
0.382	16,350
LOW	16,075
0.618	15,630
1.000	15,355
1.618	14,910
2.618	14,190
4.250	13,015

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	16,435	16,485
PP	16,410	16,443
S1	16,385	16,402

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

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