NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	16,255	16,485	230	1.4%	16,390
High	16,505	16,740	235	1.4%	16,695
Low	16,205	16,470	265	1.6%	15,925
Close	16,440	16,655	215	1.3%	16,440
Range	300	270	-30	-10.0%	770
ATR	385	379	-6	-1.6%	0
Volume	12,016	7,856	-4,160	-34.6%	66,931

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,432	17,313	16,804
R3	17,162	17,043	16,729
R2	16,892	16,892	16,705
R1	16,773	16,773	16,680	16,833
PP	16,622	16,622	16,622	16,651
S1	16,503	16,503	16,630	16,563
S2	16,352	16,352	16,606
S3	16,082	16,233	16,581
S4	15,812	15,963	16,507

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	16,740	15,925	815	4.9%	354	2.1%	90%	True	False	12,504
10	16,895	15,925	970	5.8%	387	2.3%	75%	False	False	15,370
20	16,990	15,925	1,065	6.4%	354	2.1%	69%	False	False	15,968
40	16,990	14,990	2,000	12.0%	416	2.5%	83%	False	False	17,676
60	17,300	14,990	2,310	13.9%	375	2.3%	72%	False	False	13,006
80	17,830	14,990	2,840	17.1%	344	2.1%	59%	False	False	9,756
100	17,830	14,990	2,840	17.1%	288	1.7%	59%	False	False	7,805
120	17,830	14,990	2,840	17.1%	240	1.4%	59%	False	False	6,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	74
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	17,888
2.618	17,447
1.618	17,177
1.000	17,010
0.618	16,907
HIGH	16,740
0.618	16,637
0.500	16,605
0.382	16,573
LOW	16,470
0.618	16,303
1.000	16,200
1.618	16,033
2.618	15,763
4.250	15,323

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	16,638	16,548
PP	16,622	16,440
S1	16,605	16,333

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

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