NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	20,665	20,615	-50	-0.2%	20,740
High	20,725	20,655	-70	-0.3%	20,885
Low	20,535	20,365	-170	-0.8%	20,365
Close	20,595	20,400	-195	-0.9%	20,400
Range	190	290	100	52.6%	520
ATR	316	314	-2	-0.6%	0
Volume	7,663	7,514	-149	-1.9%	42,320

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,343	21,162	20,560
R3	21,053	20,872	20,480
R2	20,763	20,763	20,453
R1	20,582	20,582	20,427	20,528
PP	20,473	20,473	20,473	20,446
S1	20,292	20,292	20,374	20,238
S2	20,183	20,183	20,347
S3	19,893	20,002	20,320
S4	19,603	19,712	20,241

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,110	21,775	20,686
R3	21,590	21,255	20,543
R2	21,070	21,070	20,495
R1	20,735	20,735	20,448	20,643
PP	20,550	20,550	20,550	20,504
S1	20,215	20,215	20,352	20,123
S2	20,030	20,030	20,305
S3	19,510	19,695	20,257
S4	18,990	19,175	20,114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,885	20,365	520	2.5%	207	1.0%	7%	False	True	8,464
10	20,885	19,965	920	4.5%	225	1.1%	47%	False	False	9,895
20	20,930	19,165	1,765	8.7%	364	1.8%	70%	False	False	16,021
40	20,990	19,165	1,825	8.9%	312	1.5%	68%	False	False	13,509
60	20,990	19,165	1,825	8.9%	265	1.3%	68%	False	False	9,029
80	20,990	19,165	1,825	8.9%	217	1.1%	68%	False	False	6,775
100	20,990	18,595	2,395	11.7%	177	0.9%	75%	False	False	5,420
120	20,990	17,650	3,340	16.4%	148	0.7%	82%	False	False	4,517

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	54
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	21,888
2.618	21,414
1.618	21,124
1.000	20,945
0.618	20,834
HIGH	20,655
0.618	20,544
0.500	20,510
0.382	20,476
LOW	20,365
0.618	20,186
1.000	20,075
1.618	19,896
2.618	19,606
4.250	19,133

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	20,510	20,545
PP	20,473	20,497
S1	20,437	20,448

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

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