NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	20,305	20,605	300	1.5%	20,195
High	20,660	20,640	-20	-0.1%	20,990
Low	20,295	20,500	205	1.0%	20,165
Close	20,610	20,530	-80	-0.4%	20,900
Range	365	140	-225	-61.6%	825
ATR	300	289	-11	-3.8%	0
Volume	13,895	8,435	-5,460	-39.3%	56,838

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,977	20,893	20,607
R3	20,837	20,753	20,569
R2	20,697	20,697	20,556
R1	20,613	20,613	20,543	20,585
PP	20,557	20,557	20,557	20,543
S1	20,473	20,473	20,517	20,445
S2	20,417	20,417	20,504
S3	20,277	20,333	20,492
S4	20,137	20,193	20,453

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	20,930	20,100	830	4.0%	321	1.6%	52%	False	False	15,501
10	20,990	20,100	890	4.3%	300	1.5%	48%	False	False	13,180
20	20,990	19,925	1,065	5.2%	291	1.4%	57%	False	False	14,579
40	20,990	19,180	1,810	8.8%	236	1.1%	75%	False	False	7,469
60	20,990	19,180	1,810	8.8%	189	0.9%	75%	False	False	4,985
80	20,990	19,180	1,810	8.8%	151	0.7%	75%	False	False	3,739
100	20,990	18,005	2,985	14.5%	120	0.6%	85%	False	False	2,991
120	20,990	16,900	4,090	19.9%	100	0.5%	89%	False	False	2,493

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	32
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	21,235
2.618	21,007
1.618	20,867
1.000	20,780
0.618	20,727
HIGH	20,640
0.618	20,587
0.500	20,570
0.382	20,554
LOW	20,500
0.618	20,414
1.000	20,360
1.618	20,274
2.618	20,134
4.250	19,905

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	20,570	20,480
PP	20,557	20,430
S1	20,543	20,380

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

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