NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	16,850	16,875	25	0.1%	16,485
High	16,945	16,900	-45	-0.3%	16,945
Low	16,820	16,530	-290	-1.7%	16,470
Close	16,885	16,575	-310	-1.8%	16,825
Range	125	370	245	196.0%	475
ATR	318	322	4	1.2%	0
Volume	5,320	11,742	6,422	120.7%	38,663

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,778	17,547	16,779
R3	17,408	17,177	16,677
R2	17,038	17,038	16,643
R1	16,807	16,807	16,609	16,738
PP	16,668	16,668	16,668	16,634
S1	16,437	16,437	16,541	16,368
S2	16,298	16,298	16,507
S3	15,928	16,067	16,473
S4	15,558	15,697	16,372

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,172	17,973	17,086
R3	17,697	17,498	16,956
R2	17,222	17,222	16,912
R1	17,023	17,023	16,869	17,123
PP	16,747	16,747	16,747	16,796
S1	16,548	16,548	16,782	16,648
S2	16,272	16,272	16,738
S3	15,797	16,073	16,695
S4	15,322	15,598	16,564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,945	16,530	415	2.5%	229	1.4%	11%	False	True	8,033
10	16,945	15,925	1,020	6.2%	253	1.5%	64%	False	False	9,545
20	16,990	15,925	1,065	6.4%	318	1.9%	61%	False	False	12,983
40	16,990	14,990	2,000	12.1%	386	2.3%	79%	False	False	16,363
60	17,300	14,990	2,310	13.9%	372	2.2%	69%	False	False	13,799
80	17,830	14,990	2,840	17.1%	345	2.1%	56%	False	False	10,354
100	17,830	14,990	2,840	17.1%	299	1.8%	56%	False	False	8,284
120	17,830	14,990	2,840	17.1%	250	1.5%	56%	False	False	6,903

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	61
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	18,473
2.618	17,869
1.618	17,499
1.000	17,270
0.618	17,129
HIGH	16,900
0.618	16,759
0.500	16,715
0.382	16,671
LOW	16,530
0.618	16,301
1.000	16,160
1.618	15,931
2.618	15,561
4.250	14,958

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	16,715	16,738
PP	16,668	16,683
S1	16,622	16,629

Download as Excel Spreadsheet

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

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