NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	16,600	16,650	50	0.3%	16,485
High	16,765	16,740	-25	-0.1%	16,945
Low	16,555	16,480	-75	-0.5%	16,470
Close	16,680	16,550	-130	-0.8%	16,825
Range	210	260	50	23.8%	475
ATR	314	310	-4	-1.2%	0
Volume	8,080	9,169	1,089	13.5%	38,663

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,370	17,220	16,693
R3	17,110	16,960	16,622
R2	16,850	16,850	16,598
R1	16,700	16,700	16,574	16,645
PP	16,590	16,590	16,590	16,563
S1	16,440	16,440	16,526	16,385
S2	16,330	16,330	16,502
S3	16,070	16,180	16,479
S4	15,810	15,920	16,407

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	16,480	465	2.8%	225	1.4%	15%	False	True	8,616
10	16,945	16,205	740	4.5%	234	1.4%	47%	False	False	8,499
20	16,945	15,925	1,020	6.2%	301	1.8%	61%	False	False	11,902
40	16,990	14,990	2,000	12.1%	379	2.3%	78%	False	False	16,095
60	17,300	14,990	2,310	14.0%	371	2.2%	68%	False	False	14,085
80	17,595	14,990	2,605	15.7%	347	2.1%	60%	False	False	10,570
100	17,830	14,990	2,840	17.2%	301	1.8%	55%	False	False	8,456
120	17,830	14,990	2,840	17.2%	254	1.5%	55%	False	False	7,047

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	True
Bear Hook	False
Bull Hook	False
Stretch	45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,845
2.618	17,421
1.618	17,161
1.000	17,000
0.618	16,901
HIGH	16,740
0.618	16,641
0.500	16,610
0.382	16,579
LOW	16,480
0.618	16,319
1.000	16,220
1.618	16,059
2.618	15,799
4.250	15,375

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	16,610	16,690
PP	16,590	16,643
S1	16,570	16,597

Download as Excel Spreadsheet

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

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