NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	20,045	19,630	-415	-2.1%	20,590
High	20,250	19,705	-545	-2.7%	20,685
Low	19,590	18,915	-675	-3.4%	18,915
Close	19,620	18,975	-645	-3.3%	18,975
Range	660	790	130	19.7%	1,770
ATR	330	363	33	10.0%	0
Volume	22,281	36,260	13,979	62.7%	89,390

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,568	21,062	19,410
R3	20,778	20,272	19,192
R2	19,988	19,988	19,120
R1	19,482	19,482	19,048	19,340
PP	19,198	19,198	19,198	19,128
S1	18,692	18,692	18,903	18,550
S2	18,408	18,408	18,830
S3	17,618	17,902	18,758
S4	16,828	17,112	18,541

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	24,835	23,675	19,949
R3	23,065	21,905	19,462
R2	21,295	21,295	19,300
R1	20,135	20,135	19,137	19,830
PP	19,525	19,525	19,525	19,373
S1	18,365	18,365	18,813	18,060
S2	17,755	17,755	18,651
S3	15,985	16,595	18,488
S4	14,215	14,825	18,002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,685	18,915	1,770	9.3%	465	2.5%	3%	False	True	17,878
10	20,945	18,915	2,030	10.7%	420	2.2%	3%	False	True	16,527
20	20,945	18,915	2,030	10.7%	335	1.8%	3%	False	True	13,740
40	20,945	18,915	2,030	10.7%	350	1.8%	3%	False	True	14,880
60	20,990	18,915	2,075	10.9%	320	1.7%	3%	False	True	13,586
80	20,990	18,915	2,075	10.9%	283	1.5%	3%	False	True	10,207
100	20,990	18,915	2,075	10.9%	241	1.3%	3%	False	True	8,168
120	20,990	18,595	2,395	12.6%	204	1.1%	16%	False	False	6,807

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	66
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	23,063
2.618	21,773
1.618	20,983
1.000	20,495
0.618	20,193
HIGH	19,705
0.618	19,403
0.500	19,310
0.382	19,217
LOW	18,915
0.618	18,427
1.000	18,125
1.618	17,637
2.618	16,847
4.250	15,558

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	19,310	19,720
PP	19,198	19,472
S1	19,087	19,223

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

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