NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	16,705	16,845	140	0.8%	16,560
High	16,890	16,930	40	0.2%	16,660
Low	16,690	16,815	125	0.7%	16,335
Close	16,865	16,925	60	0.4%	16,595
Range	200	115	-85	-42.5%	325
ATR	259	249	-10	-4.0%	0
Volume	10,185	9,280	-905	-8.9%	52,820

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,235	17,195	16,988
R3	17,120	17,080	16,957
R2	17,005	17,005	16,946
R1	16,965	16,965	16,936	16,985
PP	16,890	16,890	16,890	16,900
S1	16,850	16,850	16,915	16,870
S2	16,775	16,775	16,904
S3	16,660	16,735	16,894
S4	16,545	16,620	16,862

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	16,930	16,335	595	3.5%	192	1.1%	99%	True	False	10,756
10	16,930	16,335	595	3.5%	192	1.1%	99%	True	False	9,884
20	16,945	15,925	1,020	6.0%	217	1.3%	98%	False	False	9,464
40	16,990	15,160	1,830	10.8%	294	1.7%	96%	False	False	13,212
60	16,990	14,990	2,000	11.8%	352	2.1%	97%	False	False	15,001
80	17,300	14,990	2,310	13.6%	336	2.0%	84%	False	False	11,690
100	17,830	14,990	2,840	16.8%	311	1.8%	68%	False	False	9,353
120	17,830	14,990	2,840	16.8%	268	1.6%	68%	False	False	7,794

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	57
Narrowest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	17,419
2.618	17,231
1.618	17,116
1.000	17,045
0.618	17,001
HIGH	16,930
0.618	16,886
0.500	16,873
0.382	16,859
LOW	16,815
0.618	16,744
1.000	16,700
1.618	16,629
2.618	16,514
4.250	16,326

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	16,908	16,868
PP	16,890	16,812
S1	16,873	16,755

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

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