NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	18,700	19,010	310	1.7%	18,940
High	19,080	19,215	135	0.7%	19,215
Low	18,490	18,950	460	2.5%	17,170
Close	19,025	19,175	150	0.8%	19,175
Range	590	265	-325	-55.1%	2,045
ATR	573	551	-22	-3.8%	0
Volume	25,434	14,922	-10,512	-41.3%	213,399

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,908	19,807	19,321
R3	19,643	19,542	19,248
R2	19,378	19,378	19,224
R1	19,277	19,277	19,199	19,328
PP	19,113	19,113	19,113	19,139
S1	19,012	19,012	19,151	19,063
S2	18,848	18,848	19,127
S3	18,583	18,747	19,102
S4	18,318	18,482	19,029

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	24,655	23,960	20,300
R3	22,610	21,915	19,738
R2	20,565	20,565	19,550
R1	19,870	19,870	19,363	20,218
PP	18,520	18,520	18,520	18,694
S1	17,825	17,825	18,988	18,173
S2	16,475	16,475	18,800
S3	14,430	15,780	18,613
S4	12,385	13,735	18,050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,215	17,170	2,045	10.7%	1,030	5.4%	98%	True	False	42,679
10	20,685	17,170	3,515	18.3%	748	3.9%	57%	False	False	30,278
20	20,945	17,170	3,775	19.7%	522	2.7%	53%	False	False	21,410
40	20,945	17,170	3,775	19.7%	438	2.3%	53%	False	False	18,278
60	20,990	17,170	3,820	19.9%	389	2.0%	52%	False	False	17,045
80	20,990	17,170	3,820	19.9%	337	1.8%	52%	False	False	12,873
100	20,990	17,170	3,820	19.9%	289	1.5%	52%	False	False	10,302
120	20,990	17,170	3,820	19.9%	246	1.3%	52%	False	False	8,585

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	112
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	20,341
2.618	19,909
1.618	19,644
1.000	19,480
0.618	19,379
HIGH	19,215
0.618	19,114
0.500	19,083
0.382	19,051
LOW	18,950
0.618	18,786
1.000	18,685
1.618	18,521
2.618	18,256
4.250	17,824

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	19,144	18,926
PP	19,113	18,677
S1	19,083	18,428

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

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