NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	16,885	16,985	100	0.6%	16,585
High	17,075	17,170	95	0.6%	17,170
Low	16,855	16,860	5	0.0%	16,580
Close	16,965	17,140	175	1.0%	17,140
Range	220	310	90	40.9%	590
ATR	247	251	5	1.8%	0
Volume	11,414	11,439	25	0.2%	51,292

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,987	17,873	17,311
R3	17,677	17,563	17,225
R2	17,367	17,367	17,197
R1	17,253	17,253	17,169	17,310
PP	17,057	17,057	17,057	17,085
S1	16,943	16,943	17,112	17,000
S2	16,747	16,747	17,083
S3	16,437	16,633	17,055
S4	16,127	16,323	16,970

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,733	18,527	17,465
R3	18,143	17,937	17,302
R2	17,553	17,553	17,248
R1	17,347	17,347	17,194	17,450
PP	16,963	16,963	16,963	17,015
S1	16,757	16,757	17,086	16,860
S2	16,373	16,373	17,032
S3	15,783	16,167	16,978
S4	15,193	15,577	16,816

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,170	16,580	590	3.4%	210	1.2%	95%	True	False	10,258
10	17,170	16,335	835	4.9%	199	1.2%	96%	True	False	10,411
20	17,170	16,335	835	4.9%	211	1.2%	96%	True	False	9,275
40	17,170	15,425	1,745	10.2%	295	1.7%	98%	True	False	12,999
60	17,170	14,990	2,180	12.7%	351	2.0%	99%	True	False	14,971
80	17,300	14,990	2,310	13.5%	334	1.9%	93%	False	False	11,975
100	17,830	14,990	2,840	16.6%	315	1.8%	76%	False	False	9,581
120	17,830	14,990	2,840	16.6%	273	1.6%	76%	False	False	7,984

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	18,488
2.618	17,982
1.618	17,672
1.000	17,480
0.618	17,362
HIGH	17,170
0.618	17,052
0.500	17,015
0.382	16,979
LOW	16,860
0.618	16,669
1.000	16,550
1.618	16,359
2.618	16,049
4.250	15,543

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	17,098	17,091
PP	17,057	17,042
S1	17,015	16,993

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

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