NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	18,330	18,255	-75	-0.4%	19,155
High	18,490	18,325	-165	-0.9%	19,155
Low	18,175	17,510	-665	-3.7%	17,510
Close	18,235	17,635	-600	-3.3%	17,635
Range	315	815	500	158.7%	1,645
ATR	572	589	17	3.0%	0
Volume	19,864	27,564	7,700	38.8%	121,111

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,268	19,767	18,083
R3	19,453	18,952	17,859
R2	18,638	18,638	17,785
R1	18,137	18,137	17,710	17,980
PP	17,823	17,823	17,823	17,745
S1	17,322	17,322	17,560	17,165
S2	17,008	17,008	17,486
S3	16,193	16,507	17,411
S4	15,378	15,692	17,187

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	23,035	21,980	18,540
R3	21,390	20,335	18,088
R2	19,745	19,745	17,937
R1	18,690	18,690	17,786	18,395
PP	18,100	18,100	18,100	17,953
S1	17,045	17,045	17,484	16,750
S2	16,455	16,455	17,334
S3	14,810	15,400	17,183
S4	13,165	13,755	16,730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,155	17,510	1,645	9.3%	671	3.8%	8%	False	True	24,222
10	19,215	17,170	2,045	11.6%	851	4.8%	23%	False	False	33,451
20	20,945	17,170	3,775	21.4%	635	3.6%	12%	False	False	24,989
40	20,945	17,170	3,775	21.4%	437	2.5%	12%	False	False	17,706
60	20,990	17,170	3,820	21.7%	417	2.4%	12%	False	False	17,378
80	20,990	17,170	3,820	21.7%	369	2.1%	12%	False	False	14,386
100	20,990	17,170	3,820	21.7%	317	1.8%	12%	False	False	11,512
120	20,990	17,170	3,820	21.7%	274	1.6%	12%	False	False	9,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	95
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	21,789
2.618	20,459
1.618	19,644
1.000	19,140
0.618	18,829
HIGH	18,325
0.618	18,014
0.500	17,918
0.382	17,821
LOW	17,510
0.618	17,006
1.000	16,695
1.618	16,191
2.618	15,376
4.250	14,046

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	17,918	18,000
PP	17,823	17,878
S1	17,729	17,757

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

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