NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	17,815	17,765	-50	-0.3%	20,590
High	18,860	18,800	-60	-0.3%	20,685
Low	17,660	17,640	-20	-0.1%	18,915
Close	17,765	18,720	955	5.4%	18,975
Range	1,200	1,160	-40	-3.3%	1,770
ATR	527	572	45	8.6%	0
Volume	56,970	41,956	-15,014	-26.4%	89,390

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,867	21,453	19,358
R3	20,707	20,293	19,039
R2	19,547	19,547	18,933
R1	19,133	19,133	18,826	19,340
PP	18,387	18,387	18,387	18,490
S1	17,973	17,973	18,614	18,180
S2	17,227	17,227	18,507
S3	16,067	16,813	18,401
S4	14,907	15,653	18,082

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	20,250	17,170	3,080	16.5%	1,149	6.1%	50%	False	False	46,316
10	20,685	17,170	3,515	18.8%	714	3.8%	44%	False	False	28,778
20	20,945	17,170	3,775	20.2%	494	2.6%	41%	False	False	20,314
40	20,945	17,170	3,775	20.2%	430	2.3%	41%	False	False	17,827
60	20,990	17,170	3,820	20.4%	381	2.0%	41%	False	False	16,457
80	20,990	17,170	3,820	20.4%	332	1.8%	41%	False	False	12,369
100	20,990	17,170	3,820	20.4%	281	1.5%	41%	False	False	9,898
120	20,990	17,170	3,820	20.4%	239	1.3%	41%	False	False	8,249

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	97
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	23,730
2.618	21,837
1.618	20,677
1.000	19,960
0.618	19,517
HIGH	18,800
0.618	18,357
0.500	18,220
0.382	18,083
LOW	17,640
0.618	16,923
1.000	16,480
1.618	15,763
2.618	14,603
4.250	12,710

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	18,553	18,526
PP	18,387	18,332
S1	18,220	18,138

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

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