NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	16,845	16,885	40	0.2%	16,560
High	16,930	17,075	145	0.9%	16,660
Low	16,815	16,855	40	0.2%	16,335
Close	16,925	16,965	40	0.2%	16,595
Range	115	220	105	91.3%	325
ATR	249	247	-2	-0.8%	0
Volume	9,280	11,414	2,134	23.0%	52,820

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,625	17,515	17,086
R3	17,405	17,295	17,026
R2	17,185	17,185	17,005
R1	17,075	17,075	16,985	17,130
PP	16,965	16,965	16,965	16,993
S1	16,855	16,855	16,945	16,910
S2	16,745	16,745	16,925
S3	16,525	16,635	16,905
S4	16,305	16,415	16,844

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,505	17,375	16,774
R3	17,180	17,050	16,685
R2	16,855	16,855	16,655
R1	16,725	16,725	16,625	16,790
PP	16,530	16,530	16,530	16,563
S1	16,400	16,400	16,565	16,465
S2	16,205	16,205	16,536
S3	15,880	16,075	16,506
S4	15,555	15,750	16,416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,075	16,335	740	4.4%	201	1.2%	85%	True	False	11,384
10	17,075	16,335	740	4.4%	188	1.1%	85%	True	False	10,109
20	17,075	16,205	870	5.1%	211	1.2%	87%	True	False	9,304
40	17,075	15,160	1,915	11.3%	295	1.7%	94%	True	False	13,193
60	17,075	14,990	2,085	12.3%	351	2.1%	95%	True	False	14,966
80	17,300	14,990	2,310	13.6%	335	2.0%	85%	False	False	11,833
100	17,830	14,990	2,840	16.7%	312	1.8%	70%	False	False	9,467
120	17,830	14,990	2,840	16.7%	270	1.6%	70%	False	False	7,889

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	51
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,010
2.618	17,651
1.618	17,431
1.000	17,295
0.618	17,211
HIGH	17,075
0.618	16,991
0.500	16,965
0.382	16,939
LOW	16,855
0.618	16,719
1.000	16,635
1.618	16,499
2.618	16,279
4.250	15,920

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	16,965	16,938
PP	16,965	16,910
S1	16,965	16,883

Download as Excel Spreadsheet

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

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