NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	20,530	20,755	225	1.1%	20,390
High	20,835	20,815	-20	-0.1%	20,625
Low	20,485	20,585	100	0.5%	20,075
Close	20,775	20,655	-120	-0.6%	20,620
Range	350	230	-120	-34.3%	550
ATR	289	285	-4	-1.5%	0
Volume	13,961	10,372	-3,589	-25.7%	60,005

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,375	21,245	20,782
R3	21,145	21,015	20,718
R2	20,915	20,915	20,697
R1	20,785	20,785	20,676	20,735
PP	20,685	20,685	20,685	20,660
S1	20,555	20,555	20,634	20,505
S2	20,455	20,455	20,613
S3	20,225	20,325	20,592
S4	19,995	20,095	20,529

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	20,835	20,405	430	2.1%	212	1.0%	58%	False	False	9,882
10	20,835	20,075	760	3.7%	263	1.3%	76%	False	False	10,708
20	20,885	19,700	1,185	5.7%	254	1.2%	81%	False	False	11,055
40	20,990	19,165	1,825	8.8%	315	1.5%	82%	False	False	13,708
60	20,990	19,165	1,825	8.8%	280	1.4%	82%	False	False	10,685
80	20,990	19,165	1,825	8.8%	236	1.1%	82%	False	False	8,019
100	20,990	19,165	1,825	8.8%	200	1.0%	82%	False	False	6,416
120	20,990	18,330	2,660	12.9%	167	0.8%	87%	False	False	5,347

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	68
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21,793
2.618	21,417
1.618	21,187
1.000	21,045
0.618	20,957
HIGH	20,815
0.618	20,727
0.500	20,700
0.382	20,673
LOW	20,585
0.618	20,443
1.000	20,355
1.618	20,213
2.618	19,983
4.250	19,608

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	20,700	20,648
PP	20,685	20,640
S1	20,670	20,633

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

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