NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	15,190	15,240	50	0.3%	15,715
High	15,480	15,645	165	1.1%	16,720
Low	15,085	15,060	-25	-0.2%	14,990
Close	15,250	15,635	385	2.5%	15,245
Range	395	585	190	48.1%	1,730
ATR	469	477	8	1.8%	0
Volume	23,995	22,949	-1,046	-4.4%	113,265

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,202	17,003	15,957
R3	16,617	16,418	15,796
R2	16,032	16,032	15,742
R1	15,833	15,833	15,689	15,933
PP	15,447	15,447	15,447	15,496
S1	15,248	15,248	15,582	15,348
S2	14,862	14,862	15,528
S3	14,277	14,663	15,474
S4	13,692	14,078	15,313

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,842	19,773	16,197
R3	19,112	18,043	15,721
R2	17,382	17,382	15,562
R1	16,313	16,313	15,404	15,983
PP	15,652	15,652	15,652	15,486
S1	14,583	14,583	15,087	14,253
S2	13,922	13,922	14,928
S3	12,192	12,853	14,769
S4	10,462	11,123	14,294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,720	14,990	1,730	11.1%	691	4.4%	37%	False	False	26,474
10	16,720	14,990	1,730	11.1%	570	3.6%	37%	False	False	21,393
20	17,185	14,990	2,195	14.0%	472	3.0%	29%	False	False	15,973
40	17,300	14,990	2,310	14.8%	355	2.3%	28%	False	False	8,020
60	17,830	14,990	2,840	18.2%	300	1.9%	23%	False	False	5,348
80	17,830	14,990	2,840	18.2%	232	1.5%	23%	False	False	4,011
100	17,830	14,990	2,840	18.2%	186	1.2%	23%	False	False	3,209
120	17,830	14,990	2,840	18.2%	155	1.0%	23%	False	False	2,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,131
2.618	17,177
1.618	16,592
1.000	16,230
0.618	16,007
HIGH	15,645
0.618	15,422
0.500	15,353
0.382	15,284
LOW	15,060
0.618	14,699
1.000	14,475
1.618	14,114
2.618	13,529
4.250	12,574

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	15,541	15,855
PP	15,447	15,782
S1	15,353	15,708

Download as Excel Spreadsheet

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

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