NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	20,605	20,225	-380	-1.8%	20,645
High	20,640	20,615	-25	-0.1%	20,660
Low	20,500	20,055	-445	-2.2%	20,100
Close	20,530	20,325	-205	-1.0%	20,530
Range	140	560	420	300.0%	560
ATR	289	308	19	6.7%	0
Volume	8,435	24,247	15,812	187.5%	66,911

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,012	21,728	20,633
R3	21,452	21,168	20,479
R2	20,892	20,892	20,428
R1	20,608	20,608	20,376	20,750
PP	20,332	20,332	20,332	20,403
S1	20,048	20,048	20,274	20,190
S2	19,772	19,772	20,222
S3	19,212	19,488	20,171
S4	18,652	18,928	20,017

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,110	21,880	20,838
R3	21,550	21,320	20,684
R2	20,990	20,990	20,633
R1	20,760	20,760	20,581	20,595
PP	20,430	20,430	20,430	20,348
S1	20,200	20,200	20,479	20,035
S2	19,870	19,870	20,427
S3	19,310	19,640	20,376
S4	18,750	19,080	20,222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,660	20,055	605	3.0%	388	1.9%	45%	False	True	18,231
10	20,990	20,055	935	4.6%	339	1.7%	29%	False	True	14,799
20	20,990	19,925	1,065	5.2%	306	1.5%	38%	False	False	15,327
40	20,990	19,450	1,540	7.6%	243	1.2%	57%	False	False	8,074
60	20,990	19,180	1,810	8.9%	195	1.0%	63%	False	False	5,389
80	20,990	19,180	1,810	8.9%	158	0.8%	63%	False	False	4,042
100	20,990	18,005	2,985	14.7%	126	0.6%	78%	False	False	3,234
120	20,990	16,900	4,090	20.1%	105	0.5%	84%	False	False	2,695

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	42
Widest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	22,995
2.618	22,081
1.618	21,521
1.000	21,175
0.618	20,961
HIGH	20,615
0.618	20,401
0.500	20,335
0.382	20,269
LOW	20,055
0.618	19,709
1.000	19,495
1.618	19,149
2.618	18,589
4.250	17,675

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	20,335	20,358
PP	20,332	20,347
S1	20,328	20,336

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

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