NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	20,575	20,500	-75	-0.4%	20,390
High	20,595	20,575	-20	-0.1%	20,625
Low	20,405	20,430	25	0.1%	20,075
Close	20,515	20,530	15	0.1%	20,620
Range	190	145	-45	-23.7%	550
ATR	295	284	-11	-3.6%	0
Volume	8,054	7,178	-876	-10.9%	60,005

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,947	20,883	20,610
R3	20,802	20,738	20,570
R2	20,657	20,657	20,557
R1	20,593	20,593	20,543	20,625
PP	20,512	20,512	20,512	20,528
S1	20,448	20,448	20,517	20,480
S2	20,367	20,367	20,504
S3	20,222	20,303	20,490
S4	20,077	20,158	20,450

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	20,220	405	2.0%	190	0.9%	77%	False	False	8,729
10	20,725	20,075	650	3.2%	239	1.2%	70%	False	False	10,005
20	20,885	19,165	1,720	8.4%	325	1.6%	79%	False	False	13,634
40	20,990	19,165	1,825	8.9%	317	1.5%	75%	False	False	14,063
60	20,990	19,165	1,825	8.9%	272	1.3%	75%	False	False	10,280
80	20,990	19,165	1,825	8.9%	231	1.1%	75%	False	False	7,715
100	20,990	19,165	1,825	8.9%	195	0.9%	75%	False	False	6,172
120	20,990	18,135	2,855	13.9%	162	0.8%	84%	False	False	5,144

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,191
2.618	20,955
1.618	20,810
1.000	20,720
0.618	20,665
HIGH	20,575
0.618	20,520
0.500	20,503
0.382	20,486
LOW	20,430
0.618	20,341
1.000	20,285
1.618	20,196
2.618	20,051
4.250	19,814

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	20,521	20,525
PP	20,512	20,520
S1	20,503	20,515

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

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