NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	20,365	20,465	100	0.5%	20,740
High	20,540	20,600	60	0.3%	20,885
Low	20,220	20,450	230	1.1%	20,365
Close	20,465	20,575	110	0.5%	20,400
Range	320	150	-170	-53.1%	520
ATR	326	313	-13	-3.9%	0
Volume	9,977	8,590	-1,387	-13.9%	42,320

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,992	20,933	20,658
R3	20,842	20,783	20,616
R2	20,692	20,692	20,603
R1	20,633	20,633	20,589	20,663
PP	20,542	20,542	20,542	20,556
S1	20,483	20,483	20,561	20,513
S2	20,392	20,392	20,548
S3	20,242	20,333	20,534
S4	20,092	20,183	20,493

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	20,655	20,075	580	2.8%	313	1.5%	86%	False	False	11,534
10	20,885	20,075	810	3.9%	243	1.2%	62%	False	False	9,979
20	20,885	19,165	1,720	8.4%	354	1.7%	82%	False	False	15,075
40	20,990	19,165	1,825	8.9%	324	1.6%	77%	False	False	14,728
60	20,990	19,165	1,825	8.9%	277	1.3%	77%	False	False	9,863
80	20,990	19,165	1,825	8.9%	229	1.1%	77%	False	False	7,402
100	20,990	18,840	2,150	10.4%	190	0.9%	81%	False	False	5,922
120	20,990	17,900	3,090	15.0%	158	0.8%	87%	False	False	4,935

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	68
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	21,238
2.618	20,993
1.618	20,843
1.000	20,750
0.618	20,693
HIGH	20,600
0.618	20,543
0.500	20,525
0.382	20,507
LOW	20,450
0.618	20,357
1.000	20,300
1.618	20,207
2.618	20,057
4.250	19,813

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	20,558	20,498
PP	20,542	20,420
S1	20,525	20,343

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

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