NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	16,390	16,465	75	0.5%	16,675
High	16,695	16,560	-135	-0.8%	16,895
Low	16,345	16,020	-325	-2.0%	16,075
Close	16,480	16,125	-355	-2.2%	16,360
Range	350	540	190	54.3%	820
ATR	390	401	11	2.7%	0
Volume	12,267	14,938	2,671	21.8%	88,241

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,855	17,530	16,422
R3	17,315	16,990	16,274
R2	16,775	16,775	16,224
R1	16,450	16,450	16,175	16,343
PP	16,235	16,235	16,235	16,181
S1	15,910	15,910	16,076	15,803
S2	15,695	15,695	16,026
S3	15,155	15,370	15,977
S4	14,615	14,830	15,828

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	16,020	875	5.4%	458	2.8%	12%	False	True	17,992
10	16,990	16,020	970	6.0%	384	2.4%	11%	False	True	16,422
20	16,990	15,160	1,830	11.3%	374	2.3%	53%	False	False	17,343
40	16,990	14,990	2,000	12.4%	419	2.6%	57%	False	False	17,698
60	17,300	14,990	2,310	14.3%	373	2.3%	49%	False	False	12,214
80	17,830	14,990	2,840	17.6%	333	2.1%	40%	False	False	9,161
100	17,830	14,990	2,840	17.6%	275	1.7%	40%	False	False	7,329
120	17,830	14,990	2,840	17.6%	229	1.4%	40%	False	False	6,107

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	67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,855
2.618	17,974
1.618	17,434
1.000	17,100
0.618	16,894
HIGH	16,560
0.618	16,354
0.500	16,290
0.382	16,226
LOW	16,020
0.618	15,686
1.000	15,480
1.618	15,146
2.618	14,606
4.250	13,725

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	16,290	16,408
PP	16,235	16,313
S1	16,180	16,219

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

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