NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	20,170	20,470	300	1.5%	20,650
High	20,600	20,495	-105	-0.5%	20,650
Low	20,160	20,295	135	0.7%	19,990
Close	20,475	20,375	-100	-0.5%	20,375
Range	440	200	-240	-54.5%	660
ATR	241	238	-3	-1.2%	0
Volume	15,353	13,578	-1,775	-11.6%	105,376

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,988	20,882	20,485
R3	20,788	20,682	20,430
R2	20,588	20,588	20,412
R1	20,482	20,482	20,393	20,435
PP	20,388	20,388	20,388	20,365
S1	20,282	20,282	20,357	20,235
S2	20,188	20,188	20,338
S3	19,988	20,082	20,320
S4	19,788	19,882	20,265

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,318	22,007	20,738
R3	21,658	21,347	20,557
R2	20,998	20,998	20,496
R1	20,687	20,687	20,436	20,513
PP	20,338	20,338	20,338	20,251
S1	20,027	20,027	20,315	19,853
S2	19,678	19,678	20,254
S3	19,018	19,367	20,194
S4	18,358	18,707	20,012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,650	19,990	660	3.2%	320	1.6%	58%	False	False	21,075
10	20,685	19,990	695	3.4%	260	1.3%	55%	False	False	12,043
20	20,725	19,675	1,050	5.2%	227	1.1%	67%	False	False	6,085
40	20,725	19,180	1,545	7.6%	172	0.8%	77%	False	False	3,053
60	20,725	19,180	1,545	7.6%	134	0.7%	77%	False	False	2,036
80	20,725	18,560	2,165	10.6%	101	0.5%	84%	False	False	1,528
100	20,725	17,525	3,200	15.7%	81	0.4%	89%	False	False	1,222

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	21,345
2.618	21,019
1.618	20,819
1.000	20,695
0.618	20,619
HIGH	20,495
0.618	20,419
0.500	20,395
0.382	20,372
LOW	20,295
0.618	20,172
1.000	20,095
1.618	19,972
2.618	19,772
4.250	19,445

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	20,395	20,362
PP	20,388	20,348
S1	20,382	20,335

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

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