NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	20,590	20,705	115	0.6%	20,040
High	20,745	20,770	25	0.1%	20,770
Low	20,565	20,650	85	0.4%	19,965
Close	20,725	20,755	30	0.1%	20,755
Range	180	120	-60	-33.3%	805
ATR	375	357	-18	-4.9%	0
Volume	8,575	7,314	-1,261	-14.7%	56,632

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,085	21,040	20,821
R3	20,965	20,920	20,788
R2	20,845	20,845	20,777
R1	20,800	20,800	20,766	20,823
PP	20,725	20,725	20,725	20,736
S1	20,680	20,680	20,744	20,703
S2	20,605	20,605	20,733
S3	20,485	20,560	20,722
S4	20,365	20,440	20,689

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,912	22,638	21,198
R3	22,107	21,833	20,977
R2	21,302	21,302	20,903
R1	21,028	21,028	20,829	21,165
PP	20,497	20,497	20,497	20,565
S1	20,223	20,223	20,681	20,360
S2	19,692	19,692	20,608
S3	18,887	19,418	20,534
S4	18,082	18,613	20,312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,770	19,965	805	3.9%	243	1.2%	98%	True	False	11,326
10	20,770	19,165	1,605	7.7%	464	2.2%	99%	True	False	20,059
20	20,990	19,165	1,825	8.8%	382	1.8%	87%	False	False	16,619
40	20,990	19,165	1,825	8.8%	311	1.5%	87%	False	False	12,478
60	20,990	19,165	1,825	8.8%	253	1.2%	87%	False	False	8,325
80	20,990	19,165	1,825	8.8%	205	1.0%	87%	False	False	6,246
100	20,990	18,595	2,395	11.5%	167	0.8%	90%	False	False	4,997
120	20,990	17,585	3,405	16.4%	139	0.7%	93%	False	False	4,165

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	86
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	21,280
2.618	21,084
1.618	20,964
1.000	20,890
0.618	20,844
HIGH	20,770
0.618	20,724
0.500	20,710
0.382	20,696
LOW	20,650
0.618	20,576
1.000	20,530
1.618	20,456
2.618	20,336
4.250	20,140

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	20,740	20,704
PP	20,725	20,653
S1	20,710	20,603

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

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