NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	20,755	20,650	-105	-0.5%	20,575
High	20,815	20,760	-55	-0.3%	20,835
Low	20,585	20,585	0	0.0%	20,405
Close	20,655	20,665	10	0.0%	20,665
Range	230	175	-55	-23.9%	430
ATR	285	277	-8	-2.8%	0
Volume	10,372	9,963	-409	-3.9%	49,528

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,195	21,105	20,761
R3	21,020	20,930	20,713
R2	20,845	20,845	20,697
R1	20,755	20,755	20,681	20,800
PP	20,670	20,670	20,670	20,693
S1	20,580	20,580	20,649	20,625
S2	20,495	20,495	20,633
S3	20,320	20,405	20,617
S4	20,145	20,230	20,569

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,925	21,725	20,902
R3	21,495	21,295	20,783
R2	21,065	21,065	20,744
R1	20,865	20,865	20,705	20,965
PP	20,635	20,635	20,635	20,685
S1	20,435	20,435	20,626	20,535
S2	20,205	20,205	20,586
S3	19,775	20,005	20,547
S4	19,345	19,575	20,429

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%	218	1.1%	60%	False	False	9,905
10	20,835	20,075	760	3.7%	251	1.2%	78%	False	False	10,953
20	20,885	19,965	920	4.5%	238	1.2%	76%	False	False	10,424
40	20,990	19,165	1,825	8.8%	309	1.5%	82%	False	False	13,573
60	20,990	19,165	1,825	8.8%	280	1.4%	82%	False	False	10,851
80	20,990	19,165	1,825	8.8%	238	1.1%	82%	False	False	8,143
100	20,990	19,165	1,825	8.8%	202	1.0%	82%	False	False	6,515
120	20,990	18,440	2,550	12.3%	169	0.8%	87%	False	False	5,430

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	71
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	21,504
2.618	21,218
1.618	21,043
1.000	20,935
0.618	20,868
HIGH	20,760
0.618	20,693
0.500	20,673
0.382	20,652
LOW	20,585
0.618	20,477
1.000	20,410
1.618	20,302
2.618	20,127
4.250	19,841

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	20,673	20,663
PP	20,670	20,662
S1	20,668	20,660

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

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