NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	20,225	20,345	120	0.6%	20,645
High	20,615	20,510	-105	-0.5%	20,660
Low	20,055	20,135	80	0.4%	20,100
Close	20,325	20,485	160	0.8%	20,530
Range	560	375	-185	-33.0%	560
ATR	308	313	5	1.5%	0
Volume	24,247	21,210	-3,037	-12.5%	66,911

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,502	21,368	20,691
R3	21,127	20,993	20,588
R2	20,752	20,752	20,554
R1	20,618	20,618	20,520	20,685
PP	20,377	20,377	20,377	20,410
S1	20,243	20,243	20,451	20,310
S2	20,002	20,002	20,416
S3	19,627	19,868	20,382
S4	19,252	19,493	20,279

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%	354	1.7%	71%	False	False	17,485
10	20,990	20,055	935	4.6%	330	1.6%	46%	False	False	15,670
20	20,990	19,925	1,065	5.2%	309	1.5%	53%	False	False	14,492
40	20,990	19,580	1,410	6.9%	245	1.2%	64%	False	False	8,603
60	20,990	19,180	1,810	8.8%	200	1.0%	72%	False	False	5,742
80	20,990	19,180	1,810	8.8%	162	0.8%	72%	False	False	4,307
100	20,990	18,135	2,855	13.9%	130	0.6%	82%	False	False	3,446
120	20,990	16,925	4,065	19.8%	108	0.5%	88%	False	False	2,872

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,104
2.618	21,492
1.618	21,117
1.000	20,885
0.618	20,742
HIGH	20,510
0.618	20,367
0.500	20,323
0.382	20,278
LOW	20,135
0.618	19,903
1.000	19,760
1.618	19,528
2.618	19,153
4.250	18,541

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	20,431	20,439
PP	20,377	20,393
S1	20,323	20,348

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

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