NIKKEI 225 Index Future (Globex) September 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	20,060	19,965	-95	-0.5%	20,005
High	20,080	20,020	-60	-0.3%	20,180
Low	19,925	19,915	-10	-0.1%	19,875
Close	19,970	19,940	-30	-0.2%	19,970
Range	155	105	-50	-32.3%	305
ATR	168	163	-4	-2.7%	0
Volume	8,201	6,448	-1,753	-21.4%	39,609

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	20,273	20,212	19,998
R3	20,168	20,107	19,969
R2	20,063	20,063	19,959
R1	20,002	20,002	19,950	19,980
PP	19,958	19,958	19,958	19,948
S1	19,897	19,897	19,931	19,875
S2	19,853	19,853	19,921
S3	19,748	19,792	19,911
S4	19,643	19,687	19,882

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	20,923	20,752	20,138
R3	20,618	20,447	20,054
R2	20,313	20,313	20,026
R1	20,142	20,142	19,998	20,075
PP	20,008	20,008	20,008	19,975
S1	19,837	19,837	19,942	19,770
S2	19,703	19,703	19,914
S3	19,398	19,532	19,886
S4	19,093	19,227	19,802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,180	19,915	265	1.3%	152	0.8%	9%	False	True	7,804
10	20,180	19,875	305	1.5%	147	0.7%	21%	False	False	7,768
20	20,230	19,870	360	1.8%	161	0.8%	19%	False	False	8,545
40	20,320	19,750	570	2.9%	178	0.9%	33%	False	False	9,698
60	20,320	19,330	990	5.0%	184	0.9%	62%	False	False	6,521
80	20,320	18,290	2,030	10.2%	181	0.9%	81%	False	False	4,895
100	20,320	18,290	2,030	10.2%	178	0.9%	81%	False	False	3,916

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	30
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	20,466
2.618	20,295
1.618	20,190
1.000	20,125
0.618	20,085
HIGH	20,020
0.618	19,980
0.500	19,968
0.382	19,955
LOW	19,915
0.618	19,850
1.000	19,810
1.618	19,745
2.618	19,640
4.250	19,469

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	19,968	20,048
PP	19,958	20,012
S1	19,949	19,976

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

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