NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	20,475	20,045	-430	-2.1%	20,650
High	20,525	20,250	-275	-1.3%	20,945
Low	20,040	19,590	-450	-2.2%	20,055
Close	20,110	19,620	-490	-2.4%	20,595
Range	485	660	175	36.1%	890
ATR	304	330	25	8.4%	0
Volume	14,712	22,281	7,569	51.4%	75,888

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,800	21,370	19,983
R3	21,140	20,710	19,802
R2	20,480	20,480	19,741
R1	20,050	20,050	19,681	19,935
PP	19,820	19,820	19,820	19,763
S1	19,390	19,390	19,560	19,275
S2	19,160	19,160	19,499
S3	18,500	18,730	19,439
S4	17,840	18,070	19,257

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	20,685	19,590	1,095	5.6%	336	1.7%	3%	False	True	12,401
10	20,945	19,590	1,355	6.9%	358	1.8%	2%	False	True	13,898
20	20,945	19,590	1,355	6.9%	310	1.6%	2%	False	True	12,303
40	20,945	19,165	1,780	9.1%	333	1.7%	26%	False	False	14,203
60	20,990	19,165	1,825	9.3%	309	1.6%	25%	False	False	12,996
80	20,990	19,165	1,825	9.3%	276	1.4%	25%	False	False	9,753
100	20,990	19,165	1,825	9.3%	233	1.2%	25%	False	False	7,805
120	20,990	18,595	2,395	12.2%	197	1.0%	43%	False	False	6,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	65
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	23,055
2.618	21,978
1.618	21,318
1.000	20,910
0.618	20,658
HIGH	20,250
0.618	19,998
0.500	19,920
0.382	19,842
LOW	19,590
0.618	19,182
1.000	18,930
1.618	18,522
2.618	17,862
4.250	16,785

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	19,920	20,138
PP	19,820	19,965
S1	19,720	19,793

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

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