NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	16,565	16,420	-145	-0.9%	15,660
High	16,610	16,705	95	0.6%	15,870
Low	16,265	16,290	25	0.2%	15,160
Close	16,425	16,615	190	1.2%	15,410
Range	345	415	70	20.3%	710
ATR	443	441	-2	-0.5%	0
Volume	24,146	21,363	-2,783	-11.5%	69,326

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,782	17,613	16,843
R3	17,367	17,198	16,729
R2	16,952	16,952	16,691
R1	16,783	16,783	16,653	16,868
PP	16,537	16,537	16,537	16,579
S1	16,368	16,368	16,577	16,453
S2	16,122	16,122	16,539
S3	15,707	15,953	16,501
S4	15,292	15,538	16,387

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	16,705	15,160	1,545	9.3%	481	2.9%	94%	True	False	22,797
10	16,705	15,160	1,545	9.3%	396	2.4%	94%	True	False	19,679
20	16,720	14,990	1,730	10.4%	491	3.0%	94%	False	False	20,588
40	17,300	14,990	2,310	13.9%	397	2.4%	70%	False	False	13,319
60	17,830	14,990	2,840	17.1%	351	2.1%	57%	False	False	8,882
80	17,830	14,990	2,840	17.1%	286	1.7%	57%	False	False	6,662
100	17,830	14,990	2,840	17.1%	230	1.4%	57%	False	False	5,330
120	17,830	14,990	2,840	17.1%	192	1.2%	57%	False	False	4,441

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	69
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,469
2.618	17,792
1.618	17,377
1.000	17,120
0.618	16,962
HIGH	16,705
0.618	16,547
0.500	16,498
0.382	16,449
LOW	16,290
0.618	16,034
1.000	15,875
1.618	15,619
2.618	15,204
4.250	14,526

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	16,576	16,541
PP	16,537	16,467
S1	16,498	16,393

Download as Excel Spreadsheet

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

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