NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	16,880	16,850	-30	-0.2%	16,485
High	16,945	16,945	0	0.0%	16,945
Low	16,785	16,820	35	0.2%	16,470
Close	16,825	16,885	60	0.4%	16,825
Range	160	125	-35	-21.9%	475
ATR	333	318	-15	-4.5%	0
Volume	8,771	5,320	-3,451	-39.3%	38,663

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,258	17,197	16,954
R3	17,133	17,072	16,920
R2	17,008	17,008	16,908
R1	16,947	16,947	16,897	16,978
PP	16,883	16,883	16,883	16,899
S1	16,822	16,822	16,874	16,853
S2	16,758	16,758	16,862
S3	16,633	16,697	16,851
S4	16,508	16,572	16,816

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,172	17,973	17,086
R3	17,697	17,498	16,956
R2	17,222	17,222	16,912
R1	17,023	17,023	16,869	17,123
PP	16,747	16,747	16,747	16,796
S1	16,548	16,548	16,782	16,648
S2	16,272	16,272	16,738
S3	15,797	16,073	16,695
S4	15,322	15,598	16,564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,945	16,605	340	2.0%	185	1.1%	82%	True	False	7,225
10	16,945	15,925	1,020	6.0%	270	1.6%	94%	True	False	9,864
20	16,990	15,925	1,065	6.3%	311	1.8%	90%	False	False	13,073
40	16,990	14,990	2,000	11.8%	388	2.3%	95%	False	False	16,399
60	17,300	14,990	2,310	13.7%	370	2.2%	82%	False	False	13,605
80	17,830	14,990	2,840	16.8%	343	2.0%	67%	False	False	10,207
100	17,830	14,990	2,840	16.8%	295	1.7%	67%	False	False	8,166
120	17,830	14,990	2,840	16.8%	247	1.5%	67%	False	False	6,805

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	68
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	17,476
2.618	17,272
1.618	17,147
1.000	17,070
0.618	17,022
HIGH	16,945
0.618	16,897
0.500	16,883
0.382	16,868
LOW	16,820
0.618	16,743
1.000	16,695
1.618	16,618
2.618	16,493
4.250	16,289

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	16,884	16,848
PP	16,883	16,812
S1	16,883	16,775

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

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