NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	20,370	20,580	210	1.0%	20,650
High	20,670	20,625	-45	-0.2%	20,945
Low	20,295	20,480	185	0.9%	20,055
Close	20,595	20,595	0	0.0%	20,595
Range	375	145	-230	-61.3%	890
ATR	318	305	-12	-3.9%	0
Volume	16,472	8,876	-7,596	-46.1%	75,888

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,002	20,943	20,675
R3	20,857	20,798	20,635
R2	20,712	20,712	20,622
R1	20,653	20,653	20,608	20,683
PP	20,567	20,567	20,567	20,581
S1	20,508	20,508	20,582	20,538
S2	20,422	20,422	20,569
S3	20,277	20,363	20,555
S4	20,132	20,218	20,515

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	23,202	22,788	21,085
R3	22,312	21,898	20,840
R2	21,422	21,422	20,758
R1	21,008	21,008	20,677	20,770
PP	20,532	20,532	20,532	20,413
S1	20,118	20,118	20,514	19,880
S2	19,642	19,642	20,432
S3	18,752	19,228	20,350
S4	17,862	18,338	20,106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,945	20,055	890	4.3%	374	1.8%	61%	False	False	15,177
10	20,945	20,055	890	4.3%	296	1.4%	61%	False	False	12,541
20	20,945	20,055	890	4.3%	271	1.3%	61%	False	False	11,387
40	20,990	19,165	1,825	8.9%	326	1.6%	78%	False	False	14,003
60	20,990	19,165	1,825	8.9%	297	1.4%	78%	False	False	12,114
80	20,990	19,165	1,825	8.9%	258	1.3%	78%	False	False	9,091
100	20,990	19,165	1,825	8.9%	218	1.1%	78%	False	False	7,274
120	20,990	18,595	2,395	11.6%	184	0.9%	84%	False	False	6,062

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52
Narrowest range in 8 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 14-Aug-2015
Pivot	1 day	3 day
R1	20,581	20,523
PP	20,567	20,450
S1	20,553	20,378

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

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