NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	16,155	16,110	-45	-0.3%	16,675
High	16,285	16,280	-5	0.0%	16,895
Low	15,980	15,925	-55	-0.3%	16,075
Close	16,095	16,245	150	0.9%	16,360
Range	305	355	50	16.4%	820
ATR	394	391	-3	-0.7%	0
Volume	13,082	14,628	1,546	11.8%	88,241

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,215	17,085	16,440
R3	16,860	16,730	16,343
R2	16,505	16,505	16,310
R1	16,375	16,375	16,278	16,440
PP	16,150	16,150	16,150	16,183
S1	16,020	16,020	16,213	16,085
S2	15,795	15,795	16,180
S3	15,440	15,665	16,148
S4	15,085	15,310	16,050

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	15,925	870	5.4%	454	2.8%	37%	False	True	16,698
10	16,895	15,925	970	6.0%	369	2.3%	33%	False	True	15,306
20	16,990	15,160	1,830	11.3%	379	2.3%	59%	False	False	17,082
40	16,990	14,990	2,000	12.3%	421	2.6%	63%	False	False	17,797
60	17,300	14,990	2,310	14.2%	376	2.3%	54%	False	False	12,675
80	17,830	14,990	2,840	17.5%	337	2.1%	44%	False	False	9,508
100	17,830	14,990	2,840	17.5%	282	1.7%	44%	False	False	7,606
120	17,830	14,990	2,840	17.5%	235	1.4%	44%	False	False	6,338

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	84
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,789
2.618	17,210
1.618	16,855
1.000	16,635
0.618	16,500
HIGH	16,280
0.618	16,145
0.500	16,103
0.382	16,061
LOW	15,925
0.618	15,706
1.000	15,570
1.618	15,351
2.618	14,996
4.250	14,416

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	16,198	16,244
PP	16,150	16,243
S1	16,103	16,243

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

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