NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	16,550	16,560	10	0.1%	16,850
High	16,615	16,645	30	0.2%	16,945
Low	16,415	16,495	80	0.5%	16,415
Close	16,485	16,550	65	0.4%	16,485
Range	200	150	-50	-25.0%	530
ATR	302	292	-10	-3.4%	0
Volume	8,418	9,973	1,555	18.5%	42,729

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,013	16,932	16,633
R3	16,863	16,782	16,591
R2	16,713	16,713	16,578
R1	16,632	16,632	16,564	16,598
PP	16,563	16,563	16,563	16,546
S1	16,482	16,482	16,536	16,448
S2	16,413	16,413	16,523
S3	16,263	16,332	16,509
S4	16,113	16,182	16,468

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,205	17,875	16,777
R3	17,675	17,345	16,631
R2	17,145	17,145	16,582
R1	16,815	16,815	16,534	16,715
PP	16,615	16,615	16,615	16,565
S1	16,285	16,285	16,437	16,185
S2	16,085	16,085	16,388
S3	15,555	15,755	16,339
S4	15,025	15,225	16,194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,900	16,415	485	2.9%	238	1.4%	28%	False	False	9,476
10	16,945	16,415	530	3.2%	212	1.3%	25%	False	False	8,350
20	16,945	15,925	1,020	6.2%	299	1.8%	61%	False	False	11,860
40	16,990	15,060	1,930	11.7%	332	2.0%	77%	False	False	14,751
60	17,300	14,990	2,310	14.0%	370	2.2%	68%	False	False	14,387
80	17,300	14,990	2,310	14.0%	333	2.0%	68%	False	False	10,799
100	17,830	14,990	2,840	17.2%	304	1.8%	55%	False	False	8,640
120	17,830	14,990	2,840	17.2%	257	1.6%	55%	False	False	7,200

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	51
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,283
2.618	17,038
1.618	16,888
1.000	16,795
0.618	16,738
HIGH	16,645
0.618	16,588
0.500	16,570
0.382	16,552
LOW	16,495
0.618	16,402
1.000	16,345
1.618	16,252
2.618	16,102
4.250	15,858

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	16,570	16,578
PP	16,563	16,568
S1	16,557	16,559

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

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