NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	16,110	16,255	145	0.9%	16,390
High	16,280	16,505	225	1.4%	16,695
Low	15,925	16,205	280	1.8%	15,925
Close	16,245	16,440	195	1.2%	16,440
Range	355	300	-55	-15.5%	770
ATR	391	385	-7	-1.7%	0
Volume	14,628	12,016	-2,612	-17.9%	66,931

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,283	17,162	16,605
R3	16,983	16,862	16,523
R2	16,683	16,683	16,495
R1	16,562	16,562	16,468	16,623
PP	16,383	16,383	16,383	16,414
S1	16,262	16,262	16,413	16,323
S2	16,083	16,083	16,385
S3	15,783	15,962	16,358
S4	15,483	15,662	16,275

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,663	18,322	16,864
R3	17,893	17,552	16,652
R2	17,123	17,123	16,581
R1	16,782	16,782	16,511	16,953
PP	16,353	16,353	16,353	16,439
S1	16,012	16,012	16,370	16,183
S2	15,583	15,583	16,299
S3	14,813	15,242	16,228
S4	14,043	14,472	16,017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,695	15,925	770	4.7%	370	2.3%	67%	False	False	13,386
10	16,895	15,925	970	5.9%	384	2.3%	53%	False	False	15,517
20	16,990	15,425	1,565	9.5%	379	2.3%	65%	False	False	16,724
40	16,990	14,990	2,000	12.2%	421	2.6%	73%	False	False	17,820
60	17,300	14,990	2,310	14.1%	375	2.3%	63%	False	False	12,875
80	17,830	14,990	2,840	17.3%	341	2.1%	51%	False	False	9,658
100	17,830	14,990	2,840	17.3%	285	1.7%	51%	False	False	7,726
120	17,830	14,990	2,840	17.3%	237	1.4%	51%	False	False	6,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	82
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	17,780
2.618	17,291
1.618	16,991
1.000	16,805
0.618	16,691
HIGH	16,505
0.618	16,391
0.500	16,355
0.382	16,320
LOW	16,205
0.618	16,020
1.000	15,905
1.618	15,720
2.618	15,420
4.250	14,930

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	16,412	16,365
PP	16,383	16,290
S1	16,355	16,215

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

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