NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	20,465	20,565	100	0.5%	20,390
High	20,600	20,625	25	0.1%	20,625
Low	20,450	20,480	30	0.1%	20,075
Close	20,575	20,620	45	0.2%	20,620
Range	150	145	-5	-3.3%	550
ATR	313	301	-12	-3.8%	0
Volume	8,590	9,848	1,258	14.6%	60,005

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,010	20,960	20,700
R3	20,865	20,815	20,660
R2	20,720	20,720	20,647
R1	20,670	20,670	20,633	20,695
PP	20,575	20,575	20,575	20,588
S1	20,525	20,525	20,607	20,550
S2	20,430	20,430	20,594
S3	20,285	20,380	20,580
S4	20,140	20,235	20,540

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,090	21,905	20,923
R3	21,540	21,355	20,771
R2	20,990	20,990	20,721
R1	20,805	20,805	20,671	20,898
PP	20,440	20,440	20,440	20,486
S1	20,255	20,255	20,570	20,348
S2	19,890	19,890	20,519
S3	19,340	19,705	20,469
S4	18,790	19,155	20,318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,625	20,075	550	2.7%	284	1.4%	99%	True	False	12,001
10	20,885	20,075	810	3.9%	246	1.2%	67%	False	False	10,232
20	20,885	19,165	1,720	8.3%	355	1.7%	85%	False	False	15,145
40	20,990	19,165	1,825	8.9%	323	1.6%	80%	False	False	14,862
60	20,990	19,165	1,825	8.9%	275	1.3%	80%	False	False	10,028
80	20,990	19,165	1,825	8.9%	230	1.1%	80%	False	False	7,525
100	20,990	19,165	1,825	8.9%	191	0.9%	80%	False	False	6,020
120	20,990	18,005	2,985	14.5%	160	0.8%	88%	False	False	5,017

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	69
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	21,241
2.618	21,005
1.618	20,860
1.000	20,770
0.618	20,715
HIGH	20,625
0.618	20,570
0.500	20,553
0.382	20,536
LOW	20,480
0.618	20,391
1.000	20,335
1.618	20,246
2.618	20,101
4.250	19,864

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	20,598	20,554
PP	20,575	20,488
S1	20,553	20,423

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

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