NIKKEI 225 Index Future (Globex) September 2016

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

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	16,695	16,665	-30	-0.2%	16,390
High	16,825	16,925	100	0.6%	16,695
Low	16,655	16,605	-50	-0.3%	15,925
Close	16,705	16,880	175	1.0%	16,440
Range	170	320	150	88.2%	770
ATR	349	347	-2	-0.6%	0
Volume	8,812	5,522	-3,290	-37.3%	66,931

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,763	17,642	17,056
R3	17,443	17,322	16,968
R2	17,123	17,123	16,939
R1	17,002	17,002	16,909	17,063
PP	16,803	16,803	16,803	16,834
S1	16,682	16,682	16,851	16,743
S2	16,483	16,483	16,821
S3	16,163	16,362	16,792
S4	15,843	16,042	16,704

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,663	18,322	16,864
R3	17,893	17,552	16,652
R2	17,123	17,123	16,581
R1	16,782	16,782	16,511	16,953
PP	16,353	16,353	16,353	16,439
S1	16,012	16,012	16,370	16,183
S2	15,583	15,583	16,299
S3	14,813	15,242	16,228
S4	14,043	14,472	16,017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,925	16,205	720	4.3%	242	1.4%	94%	True	False	8,381
10	16,925	15,925	1,000	5.9%	348	2.1%	96%	True	False	12,540
20	16,990	15,925	1,065	6.3%	320	1.9%	90%	False	False	13,478
40	16,990	14,990	2,000	11.8%	405	2.4%	95%	False	False	17,033
60	17,300	14,990	2,310	13.7%	371	2.2%	82%	False	False	13,372
80	17,830	14,990	2,840	16.8%	343	2.0%	67%	False	False	10,031
100	17,830	14,990	2,840	16.8%	293	1.7%	67%	False	False	8,025
120	17,830	14,990	2,840	16.8%	245	1.5%	67%	False	False	6,688

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	79
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,285
2.618	17,763
1.618	17,443
1.000	17,245
0.618	17,123
HIGH	16,925
0.618	16,803
0.500	16,765
0.382	16,727
LOW	16,605
0.618	16,407
1.000	16,285
1.618	16,087
2.618	15,767
4.250	15,245

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	16,842	16,842
PP	16,803	16,803
S1	16,765	16,765

Download as Excel Spreadsheet

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

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