NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	16,335	16,335	0	0.0%	16,735
High	16,425	16,575	150	0.9%	16,800
Low	16,275	16,325	50	0.3%	16,300
Close	16,330	16,415	85	0.5%	16,325
Range	150	250	100	66.7%	500
ATR	224	226	2	0.8%	0
Volume	4,668	7,469	2,801	60.0%	58,696

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,188	17,052	16,553
R3	16,938	16,802	16,484
R2	16,688	16,688	16,461
R1	16,552	16,552	16,438	16,620
PP	16,438	16,438	16,438	16,473
S1	16,302	16,302	16,392	16,370
S2	16,188	16,188	16,369
S3	15,938	16,052	16,346
S4	15,688	15,802	16,278

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,975	17,650	16,600
R3	17,475	17,150	16,463
R2	16,975	16,975	16,417
R1	16,650	16,650	16,371	16,563
PP	16,475	16,475	16,475	16,431
S1	16,150	16,150	16,279	16,063
S2	15,975	15,975	16,233
S3	15,475	15,650	16,188
S4	14,975	15,150	16,050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,670	16,275	395	2.4%	208	1.3%	35%	False	False	9,024
10	16,985	16,275	710	4.3%	224	1.4%	20%	False	False	11,320
20	17,135	16,275	860	5.2%	214	1.3%	16%	False	False	7,088
40	17,135	15,900	1,235	7.5%	223	1.4%	42%	False	False	3,561
60	17,135	15,200	1,935	11.8%	233	1.4%	63%	False	False	2,380
80	17,135	15,060	2,075	12.6%	214	1.3%	65%	False	False	1,788
100	17,135	15,060	2,075	12.6%	171	1.0%	65%	False	False	1,431
120	17,740	15,060	2,680	16.3%	142	0.9%	51%	False	False	1,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,638
2.618	17,230
1.618	16,980
1.000	16,825
0.618	16,730
HIGH	16,575
0.618	16,480
0.500	16,450
0.382	16,421
LOW	16,325
0.618	16,171
1.000	16,075
1.618	15,921
2.618	15,671
4.250	15,263

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	16,450	16,425
PP	16,438	16,422
S1	16,427	16,418

Download as Excel Spreadsheet

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

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