NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 21-Jun-2016

Day Change Summary
	Previous	Current
	20-Jun-2016	21-Jun-2016	Change	Change %	Previous Week
Open	15,715	15,995	280	1.8%	16,350
High	16,140	16,340	200	1.2%	16,355
Low	15,715	15,810	95	0.6%	15,320
Close	15,900	16,205	305	1.9%	15,640
Range	425	530	105	24.7%	1,035
ATR	361	373	12	3.3%	0
Volume	13,160	14,675	1,515	11.5%	87,232

Daily Pivots for day following 21-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,708	17,487	16,497
R3	17,178	16,957	16,351
R2	16,648	16,648	16,302
R1	16,427	16,427	16,254	16,538
PP	16,118	16,118	16,118	16,174
S1	15,897	15,897	16,157	16,008
S2	15,588	15,588	16,108
S3	15,058	15,367	16,059
S4	14,528	14,837	15,914

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	16,340	15,320	1,020	6.3%	448	2.8%	87%	True	False	16,312
10	16,895	15,320	1,575	9.7%	406	2.5%	56%	False	False	15,331
20	17,300	15,320	1,980	12.2%	360	2.2%	45%	False	False	9,404
40	17,595	15,320	2,275	14.0%	309	1.9%	39%	False	False	4,712
60	17,830	15,320	2,510	15.5%	247	1.5%	35%	False	False	3,142
80	17,830	15,320	2,510	15.5%	189	1.2%	35%	False	False	2,356
100	17,830	15,145	2,685	16.6%	151	0.9%	39%	False	False	1,885
120	18,815	15,145	3,670	22.6%	126	0.8%	29%	False	False	1,571

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	71
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,593
2.618	17,728
1.618	17,198
1.000	16,870
0.618	16,668
HIGH	16,340
0.618	16,138
0.500	16,075
0.382	16,013
LOW	15,810
0.618	15,483
1.000	15,280
1.618	14,953
2.618	14,423
4.250	13,558

Fisher Pivots for day following 21-Jun-2016
Pivot	1 day	3 day
R1	16,162	16,111
PP	16,118	16,017
S1	16,075	15,923

Download as Excel Spreadsheet

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

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