NIKKEI 225 Index Future (Globex) March 2016

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

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	16,800	17,065	265	1.6%	17,280
High	17,305	17,085	-220	-1.3%	17,765
Low	16,670	15,960	-710	-4.3%	16,595
Close	17,050	16,375	-675	-4.0%	16,820
Range	635	1,125	490	77.2%	1,170
ATR	515	558	44	8.5%	0
Volume	40,801	37,872	-2,929	-7.2%	103,032

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,848	19,237	16,994
R3	18,723	18,112	16,685
R2	17,598	17,598	16,581
R1	16,987	16,987	16,478	16,730
PP	16,473	16,473	16,473	16,345
S1	15,862	15,862	16,272	15,605
S2	15,348	15,348	16,169
S3	14,223	14,737	16,066
S4	13,098	13,612	15,756

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,570	19,865	17,464
R3	19,400	18,695	17,142
R2	18,230	18,230	17,035
R1	17,525	17,525	16,927	17,293
PP	17,060	17,060	17,060	16,944
S1	16,355	16,355	16,713	16,123
S2	15,890	15,890	16,606
S3	14,720	15,185	16,498
S4	13,550	14,015	16,177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,765	15,960	1,805	11.0%	804	4.9%	23%	False	True	30,535
10	18,495	15,960	2,535	15.5%	691	4.2%	16%	False	True	25,572
20	19,190	15,960	3,230	19.7%	520	3.2%	13%	False	True	16,319
40	20,095	15,960	4,135	25.3%	442	2.7%	10%	False	True	13,161
60	20,095	15,960	4,135	25.3%	365	2.2%	10%	False	True	8,778
80	20,095	15,960	4,135	25.3%	321	2.0%	10%	False	True	6,583
100	20,095	15,960	4,135	25.3%	282	1.7%	10%	False	True	5,267
120	20,945	15,960	4,985	30.4%	235	1.4%	8%	False	True	4,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	165
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	21,866
2.618	20,030
1.618	18,905
1.000	18,210
0.618	17,780
HIGH	17,085
0.618	16,655
0.500	16,523
0.382	16,390
LOW	15,960
0.618	15,265
1.000	14,835
1.618	14,140
2.618	13,015
4.250	11,179

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	16,523	16,795
PP	16,473	16,655
S1	16,424	16,515

Download as Excel Spreadsheet

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

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