NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	20,780	20,645	-135	-0.6%	20,195
High	20,930	20,645	-285	-1.4%	20,990
Low	20,705	20,100	-605	-2.9%	20,165
Close	20,900	20,110	-790	-3.8%	20,900
Range	225	545	320	142.2%	825
ATR	250	289	39	15.7%	0
Volume	10,598	24,942	14,344	135.3%	56,838

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,920	21,560	20,410
R3	21,375	21,015	20,260
R2	20,830	20,830	20,210
R1	20,470	20,470	20,160	20,378
PP	20,285	20,285	20,285	20,239
S1	19,925	19,925	20,060	19,833
S2	19,740	19,740	20,010
S3	19,195	19,380	19,960
S4	18,650	18,835	19,810

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	23,160	22,855	21,354
R3	22,335	22,030	21,127
R2	21,510	21,510	21,051
R1	21,205	21,205	20,976	21,358
PP	20,685	20,685	20,685	20,761
S1	20,380	20,380	20,825	20,533
S2	19,860	19,860	20,749
S3	19,035	19,555	20,673
S4	18,210	18,730	20,446

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,990	20,100	890	4.4%	305	1.5%	1%	False	True	13,856
10	20,990	19,925	1,065	5.3%	294	1.5%	17%	False	False	12,461
20	20,990	19,925	1,065	5.3%	276	1.4%	17%	False	False	12,756
40	20,990	19,180	1,810	9.0%	226	1.1%	51%	False	False	6,420
60	20,990	19,180	1,810	9.0%	177	0.9%	51%	False	False	4,285
80	20,990	18,595	2,395	11.9%	140	0.7%	63%	False	False	3,214
100	20,990	17,655	3,335	16.6%	112	0.6%	74%	False	False	2,572

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	35
Widest range in 119 trading days

Fibonacci Retracements and Extensions
4.250	22,961
2.618	22,072
1.618	21,527
1.000	21,190
0.618	20,982
HIGH	20,645
0.618	20,437
0.500	20,373
0.382	20,308
LOW	20,100
0.618	19,763
1.000	19,555
1.618	19,218
2.618	18,673
4.250	17,784

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	20,373	20,515
PP	20,285	20,380
S1	20,198	20,245

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

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