NIKKEI 225 Index Future (Globex) September 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	17,565	18,030	465	2.6%	19,155
High	18,350	18,755	405	2.2%	19,155
Low	17,375	17,980	605	3.5%	17,510
Close	18,010	18,210	200	1.1%	17,635
Range	975	775	-200	-20.5%	1,645
ATR	617	628	11	1.8%	0
Volume	57,715	45,017	-12,698	-22.0%	121,111

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,640	20,200	18,636
R3	19,865	19,425	18,423
R2	19,090	19,090	18,352
R1	18,650	18,650	18,281	18,870
PP	18,315	18,315	18,315	18,425
S1	17,875	17,875	18,139	18,095
S2	17,540	17,540	18,068
S3	16,765	17,100	17,997
S4	15,990	16,325	17,784

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	18,755	17,375	1,380	7.6%	722	4.0%	61%	True	False	35,680
10	19,215	17,375	1,840	10.1%	712	3.9%	45%	False	False	30,615
20	20,700	17,170	3,530	19.4%	687	3.8%	29%	False	False	28,782
40	20,945	17,170	3,775	20.7%	463	2.5%	28%	False	False	19,562
60	20,990	17,170	3,820	21.0%	440	2.4%	27%	False	False	18,692
80	20,990	17,170	3,820	21.0%	386	2.1%	27%	False	False	15,669
100	20,990	17,170	3,820	21.0%	334	1.8%	27%	False	False	12,540
120	20,990	17,170	3,820	21.0%	287	1.6%	27%	False	False	10,450

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	87
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,049
2.618	20,784
1.618	20,009
1.000	19,530
0.618	19,234
HIGH	18,755
0.618	18,459
0.500	18,368
0.382	18,276
LOW	17,980
0.618	17,501
1.000	17,205
1.618	16,726
2.618	15,951
4.250	14,686

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	18,368	18,162
PP	18,315	18,113
S1	18,263	18,065

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

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