NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	20,565	20,575	10	0.0%	20,390
High	20,625	20,595	-30	-0.1%	20,625
Low	20,480	20,405	-75	-0.4%	20,075
Close	20,620	20,515	-105	-0.5%	20,620
Range	145	190	45	31.0%	550
ATR	301	295	-6	-2.0%	0
Volume	9,848	8,054	-1,794	-18.2%	60,005

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,075	20,985	20,620
R3	20,885	20,795	20,567
R2	20,695	20,695	20,550
R1	20,605	20,605	20,533	20,555
PP	20,505	20,505	20,505	20,480
S1	20,415	20,415	20,498	20,365
S2	20,315	20,315	20,480
S3	20,125	20,225	20,463
S4	19,935	20,035	20,411

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	20,085	540	2.6%	234	1.1%	80%	False	False	10,195
10	20,885	20,075	810	3.9%	251	1.2%	54%	False	False	10,601
20	20,885	19,165	1,720	8.4%	336	1.6%	78%	False	False	14,336
40	20,990	19,165	1,825	8.9%	321	1.6%	74%	False	False	14,831
60	20,990	19,165	1,825	8.9%	274	1.3%	74%	False	False	10,161
80	20,990	19,165	1,825	8.9%	230	1.1%	74%	False	False	7,625
100	20,990	19,165	1,825	8.9%	193	0.9%	74%	False	False	6,101
120	20,990	18,005	2,985	14.6%	161	0.8%	84%	False	False	5,084

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	68
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	21,403
2.618	21,093
1.618	20,903
1.000	20,785
0.618	20,713
HIGH	20,595
0.618	20,523
0.500	20,500
0.382	20,478
LOW	20,405
0.618	20,288
1.000	20,215
1.618	20,098
2.618	19,908
4.250	19,598

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	20,510	20,515
PP	20,505	20,515
S1	20,500	20,515

Download as Excel Spreadsheet

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

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