NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	19,630	18,940	-690	-3.5%	20,590
High	19,705	19,105	-600	-3.0%	20,685
Low	18,915	17,170	-1,745	-9.2%	18,915
Close	18,975	17,810	-1,165	-6.1%	18,975
Range	790	1,935	1,145	144.9%	1,770
ATR	363	475	112	31.0%	0
Volume	36,260	74,117	37,857	104.4%	89,390

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	23,833	22,757	18,874
R3	21,898	20,822	18,342
R2	19,963	19,963	18,165
R1	18,887	18,887	17,988	18,458
PP	18,028	18,028	18,028	17,814
S1	16,952	16,952	17,633	16,523
S2	16,093	16,093	17,455
S3	14,158	15,017	17,278
S4	12,223	13,082	16,746

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	17,170	3,515	19.7%	822	4.6%	18%	False	True	31,209
10	20,945	17,170	3,775	21.2%	582	3.3%	17%	False	True	22,928
20	20,945	17,170	3,775	21.2%	410	2.3%	17%	False	True	16,592
40	20,945	17,170	3,775	21.2%	392	2.2%	17%	False	True	16,468
60	20,990	17,170	3,820	21.4%	348	2.0%	17%	False	True	14,820
80	20,990	17,170	3,820	21.4%	304	1.7%	17%	False	True	11,133
100	20,990	17,170	3,820	21.4%	259	1.5%	17%	False	True	8,909
120	20,990	17,170	3,820	21.4%	220	1.2%	17%	False	True	7,424

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	78
Widest range in 158 trading days

Fibonacci Retracements and Extensions
4.250	27,329
2.618	24,171
1.618	22,236
1.000	21,040
0.618	20,301
HIGH	19,105
0.618	18,366
0.500	18,138
0.382	17,909
LOW	17,170
0.618	15,974
1.000	15,235
1.618	14,039
2.618	12,104
4.250	8,946

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	18,138	18,710
PP	18,028	18,410
S1	17,919	18,110

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

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