NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	20,390	20,185	-205	-1.0%	20,740
High	20,515	20,450	-65	-0.3%	20,885
Low	20,075	20,085	10	0.0%	20,365
Close	20,185	20,365	180	0.9%	20,400
Range	440	365	-75	-17.0%	520
ATR	323	326	3	0.9%	0
Volume	17,083	14,507	-2,576	-15.1%	42,320

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,395	21,245	20,566
R3	21,030	20,880	20,466
R2	20,665	20,665	20,432
R1	20,515	20,515	20,399	20,590
PP	20,300	20,300	20,300	20,338
S1	20,150	20,150	20,332	20,225
S2	19,935	19,935	20,298
S3	19,570	19,785	20,265
S4	19,205	19,420	20,164

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	20,725	20,075	650	3.2%	288	1.4%	45%	False	False	11,282
10	20,885	20,075	810	4.0%	238	1.2%	36%	False	False	10,203
20	20,885	19,165	1,720	8.4%	366	1.8%	70%	False	False	15,823
40	20,990	19,165	1,825	9.0%	321	1.6%	66%	False	False	14,289
60	20,990	19,165	1,825	9.0%	272	1.3%	66%	False	False	9,554
80	20,990	19,165	1,825	9.0%	224	1.1%	66%	False	False	7,170
100	20,990	18,595	2,395	11.8%	185	0.9%	74%	False	False	5,736
120	20,990	17,655	3,335	16.4%	154	0.8%	81%	False	False	4,780

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	66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	22,001
2.618	21,406
1.618	21,041
1.000	20,815
0.618	20,676
HIGH	20,450
0.618	20,311
0.500	20,268
0.382	20,225
LOW	20,085
0.618	19,860
1.000	19,720
1.618	19,495
2.618	19,130
4.250	18,534

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	20,333	20,365
PP	20,300	20,365
S1	20,268	20,365

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

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