NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	15,370	15,500	130	0.8%	15,660
High	15,460	16,210	750	4.9%	15,870
Low	15,160	15,425	265	1.7%	15,160
Close	15,410	16,145	735	4.8%	15,410
Range	300	785	485	161.7%	710
ATR	415	442	28	6.6%	0
Volume	19,183	22,966	3,783	19.7%	69,326

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,282	17,998	16,577
R3	17,497	17,213	16,361
R2	16,712	16,712	16,289
R1	16,428	16,428	16,217	16,570
PP	15,927	15,927	15,927	15,998
S1	15,643	15,643	16,073	15,785
S2	15,142	15,142	16,001
S3	14,357	14,858	15,929
S4	13,572	14,073	15,713

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,610	17,220	15,801
R3	16,900	16,510	15,605
R2	16,190	16,190	15,540
R1	15,800	15,800	15,475	15,640
PP	15,480	15,480	15,480	15,400
S1	15,090	15,090	15,345	14,930
S2	14,770	14,770	15,280
S3	14,060	14,380	15,215
S4	13,350	13,670	15,020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,210	15,160	1,050	6.5%	417	2.6%	94%	True	False	18,458
10	16,210	15,060	1,150	7.1%	407	2.5%	94%	True	False	18,719
20	16,720	14,990	1,730	10.7%	478	3.0%	67%	False	False	19,384
40	17,300	14,990	2,310	14.3%	386	2.4%	50%	False	False	11,525
60	17,830	14,990	2,840	17.6%	340	2.1%	41%	False	False	7,685
80	17,830	14,990	2,840	17.6%	271	1.7%	41%	False	False	5,764
100	17,830	14,990	2,840	17.6%	217	1.3%	41%	False	False	4,611
120	17,830	14,990	2,840	17.6%	181	1.1%	41%	False	False	3,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	91
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	19,546
2.618	18,265
1.618	17,480
1.000	16,995
0.618	16,695
HIGH	16,210
0.618	15,910
0.500	15,818
0.382	15,725
LOW	15,425
0.618	14,940
1.000	14,640
1.618	14,155
2.618	13,370
4.250	12,089

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	16,036	15,992
PP	15,927	15,838
S1	15,818	15,685

Download as Excel Spreadsheet

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

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