NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	16,465	16,155	-310	-1.9%	16,675
High	16,560	16,285	-275	-1.7%	16,895
Low	16,020	15,980	-40	-0.2%	16,075
Close	16,125	16,095	-30	-0.2%	16,360
Range	540	305	-235	-43.5%	820
ATR	401	394	-7	-1.7%	0
Volume	14,938	13,082	-1,856	-12.4%	88,241

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,035	16,870	16,263
R3	16,730	16,565	16,179
R2	16,425	16,425	16,151
R1	16,260	16,260	16,123	16,190
PP	16,120	16,120	16,120	16,085
S1	15,955	15,955	16,067	15,885
S2	15,815	15,815	16,039
S3	15,510	15,650	16,011
S4	15,205	15,345	15,927

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	16,795	15,980	815	5.1%	439	2.7%	14%	False	True	16,643
10	16,990	15,980	1,010	6.3%	380	2.4%	11%	False	True	16,288
20	16,990	15,160	1,830	11.4%	371	2.3%	51%	False	False	16,959
40	16,990	14,990	2,000	12.4%	419	2.6%	55%	False	False	17,770
60	17,300	14,990	2,310	14.4%	376	2.3%	48%	False	False	12,432
80	17,830	14,990	2,840	17.6%	335	2.1%	39%	False	False	9,325
100	17,830	14,990	2,840	17.6%	278	1.7%	39%	False	False	7,460
120	17,830	14,990	2,840	17.6%	232	1.4%	39%	False	False	6,216

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	71
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,581
2.618	17,084
1.618	16,779
1.000	16,590
0.618	16,474
HIGH	16,285
0.618	16,169
0.500	16,133
0.382	16,097
LOW	15,980
0.618	15,792
1.000	15,675
1.618	15,487
2.618	15,182
4.250	14,684

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	16,133	16,338
PP	16,120	16,257
S1	16,108	16,176

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

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