NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	16,350	15,990	-360	-2.2%	16,370
High	16,355	16,120	-235	-1.4%	16,895
Low	15,965	15,730	-235	-1.5%	16,270
Close	16,000	15,870	-130	-0.8%	16,380
Range	390	390	0	0.0%	625
ATR	326	331	5	1.4%	0
Volume	16,673	16,832	159	1.0%	68,958

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,077	16,863	16,085
R3	16,687	16,473	15,977
R2	16,297	16,297	15,942
R1	16,083	16,083	15,906	15,995
PP	15,907	15,907	15,907	15,863
S1	15,693	15,693	15,834	15,605
S2	15,517	15,517	15,799
S3	15,127	15,303	15,763
S4	14,737	14,913	15,656

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,390	18,010	16,724
R3	17,765	17,385	16,552
R2	17,140	17,140	16,495
R1	16,760	16,760	16,437	16,950
PP	16,515	16,515	16,515	16,610
S1	16,135	16,135	16,323	16,325
S2	15,890	15,890	16,266
S3	15,265	15,510	16,208
S4	14,640	14,885	16,036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,895	15,730	1,165	7.3%	364	2.3%	12%	False	True	14,351
10	17,185	15,730	1,455	9.2%	375	2.4%	10%	False	True	10,553
20	17,300	15,730	1,570	9.9%	300	1.9%	9%	False	True	5,338
40	17,830	15,730	2,100	13.2%	281	1.8%	7%	False	True	2,673
60	17,830	15,505	2,325	14.7%	214	1.3%	16%	False	False	1,782
80	17,830	15,505	2,325	14.7%	161	1.0%	16%	False	False	1,337
100	17,830	15,145	2,685	16.9%	129	0.8%	27%	False	False	1,069
120	19,030	15,145	3,885	24.5%	108	0.7%	19%	False	False	891

Crabel Price Patterns
NR	False
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	60

Fibonacci Retracements and Extensions
4.250	17,778
2.618	17,141
1.618	16,751
1.000	16,510
0.618	16,361
HIGH	16,120
0.618	15,971
0.500	15,925
0.382	15,879
LOW	15,730
0.618	15,489
1.000	15,340
1.618	15,099
2.618	14,709
4.250	14,073

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	15,925	16,235
PP	15,907	16,113
S1	15,888	15,992

Download as Excel Spreadsheet

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

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