NIKKEI 225 Index Future (Globex) September 2016

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

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	15,645	15,715	70	0.4%	16,350
High	15,830	16,140	310	2.0%	16,355
Low	15,505	15,715	210	1.4%	15,320
Close	15,640	15,900	260	1.7%	15,640
Range	325	425	100	30.8%	1,035
ATR	350	361	11	3.1%	0
Volume	15,923	13,160	-2,763	-17.4%	87,232

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,193	16,972	16,134
R3	16,768	16,547	16,017
R2	16,343	16,343	15,978
R1	16,122	16,122	15,939	16,233
PP	15,918	15,918	15,918	15,974
S1	15,697	15,697	15,861	15,808
S2	15,493	15,493	15,822
S3	15,068	15,272	15,783
S4	14,643	14,847	15,666

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,877	18,293	16,209
R3	17,842	17,258	15,925
R2	16,807	16,807	15,830
R1	16,223	16,223	15,735	15,998
PP	15,772	15,772	15,772	15,659
S1	15,188	15,188	15,545	14,963
S2	14,737	14,737	15,450
S3	13,702	14,153	15,356
S4	12,667	13,118	15,071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,140	15,320	820	5.2%	420	2.6%	71%	True	False	16,743
10	16,895	15,320	1,575	9.9%	384	2.4%	37%	False	False	14,883
20	17,300	15,320	1,980	12.5%	345	2.2%	29%	False	False	8,672
40	17,830	15,320	2,510	15.8%	303	1.9%	23%	False	False	4,345
60	17,830	15,320	2,510	15.8%	240	1.5%	23%	False	False	2,897
80	17,830	15,320	2,510	15.8%	183	1.1%	23%	False	False	2,173
100	17,830	15,145	2,685	16.9%	146	0.9%	28%	False	False	1,738
120	19,030	15,145	3,885	24.4%	122	0.8%	19%	False	False	1,448

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	65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,946
2.618	17,253
1.618	16,828
1.000	16,565
0.618	16,403
HIGH	16,140
0.618	15,978
0.500	15,928
0.382	15,877
LOW	15,715
0.618	15,452
1.000	15,290
1.618	15,027
2.618	14,602
4.250	13,909

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	15,928	15,843
PP	15,918	15,787
S1	15,909	15,730

Download as Excel Spreadsheet

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

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