NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	16,525	16,585	60	0.4%	16,560
High	16,600	16,785	185	1.1%	16,660
Low	16,335	16,580	245	1.5%	16,335
Close	16,595	16,710	115	0.7%	16,595
Range	265	205	-60	-22.6%	325
ATR	268	264	-5	-1.7%	0
Volume	17,068	8,974	-8,094	-47.4%	52,820

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,307	17,213	16,823
R3	17,102	17,008	16,767
R2	16,897	16,897	16,748
R1	16,803	16,803	16,729	16,850
PP	16,692	16,692	16,692	16,715
S1	16,598	16,598	16,691	16,645
S2	16,487	16,487	16,673
S3	16,282	16,393	16,654
S4	16,077	16,188	16,597

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,505	17,375	16,774
R3	17,180	17,050	16,685
R2	16,855	16,855	16,655
R1	16,725	16,725	16,625	16,790
PP	16,530	16,530	16,530	16,563
S1	16,400	16,400	16,565	16,465
S2	16,205	16,205	16,536
S3	15,880	16,075	16,506
S4	15,555	15,750	16,416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,785	16,335	450	2.7%	198	1.2%	83%	True	False	10,364
10	16,900	16,335	565	3.4%	218	1.3%	66%	False	False	9,920
20	16,945	15,925	1,020	6.1%	244	1.5%	77%	False	False	9,892
40	16,990	15,160	1,830	11.0%	307	1.8%	85%	False	False	13,674
60	16,990	14,990	2,000	12.0%	358	2.1%	86%	False	False	15,189
80	17,300	14,990	2,310	13.8%	339	2.0%	74%	False	False	11,447
100	17,830	14,990	2,840	17.0%	311	1.9%	61%	False	False	9,158
120	17,830	14,990	2,840	17.0%	266	1.6%	61%	False	False	7,632

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,656
2.618	17,322
1.618	17,117
1.000	16,990
0.618	16,912
HIGH	16,785
0.618	16,707
0.500	16,683
0.382	16,658
LOW	16,580
0.618	16,453
1.000	16,375
1.618	16,248
2.618	16,043
4.250	15,709

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	16,701	16,660
PP	16,692	16,610
S1	16,683	16,560

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

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