NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	15,790	15,660	-130	-0.8%	15,190
High	15,815	15,870	55	0.3%	15,885
Low	15,610	15,425	-185	-1.2%	15,060
Close	15,630	15,515	-115	-0.7%	15,630
Range	205	445	240	117.1%	825
ATR	448	448	0	0.0%	0
Volume	12,260	17,224	4,964	40.5%	94,900

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,938	16,672	15,760
R3	16,493	16,227	15,638
R2	16,048	16,048	15,597
R1	15,782	15,782	15,556	15,693
PP	15,603	15,603	15,603	15,559
S1	15,337	15,337	15,474	15,248
S2	15,158	15,158	15,434
S3	14,713	14,892	15,393
S4	14,268	14,447	15,270

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,000	17,640	16,084
R3	17,175	16,815	15,857
R2	16,350	16,350	15,781
R1	15,990	15,990	15,706	16,170
PP	15,525	15,525	15,525	15,615
S1	15,165	15,165	15,555	15,345
S2	14,700	14,700	15,479
S3	13,875	14,340	15,403
S4	13,050	13,515	15,176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,885	15,060	825	5.3%	407	2.6%	55%	False	False	17,625
10	16,720	14,990	1,730	11.2%	544	3.5%	30%	False	False	21,222
20	16,895	14,990	1,905	12.3%	464	3.0%	28%	False	False	18,053
40	17,300	14,990	2,310	14.9%	372	2.4%	23%	False	False	9,649
60	17,830	14,990	2,840	18.3%	319	2.1%	18%	False	False	6,434
80	17,830	14,990	2,840	18.3%	251	1.6%	18%	False	False	4,826
100	17,830	14,990	2,840	18.3%	200	1.3%	18%	False	False	3,860
120	17,830	14,990	2,840	18.3%	167	1.1%	18%	False	False	3,217

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	99
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,761
2.618	17,035
1.618	16,590
1.000	16,315
0.618	16,145
HIGH	15,870
0.618	15,700
0.500	15,648
0.382	15,595
LOW	15,425
0.618	15,150
1.000	14,980
1.618	14,705
2.618	14,260
4.250	13,534

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	15,648	15,653
PP	15,603	15,607
S1	15,559	15,561

Download as Excel Spreadsheet

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

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