NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 21-Jul-2016

Day Change Summary
	Previous	Current
	20-Jul-2016	21-Jul-2016	Change	Change %	Previous Week
Open	16,730	16,935	205	1.2%	15,420
High	16,875	16,935	60	0.4%	16,635
Low	16,595	16,495	-100	-0.6%	15,420
Close	16,875	16,555	-320	-1.9%	16,505
Range	280	440	160	57.1%	1,215
ATR	306	315	10	3.1%	0
Volume	56	28	-28	-50.0%	99

Daily Pivots for day following 21-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,982	17,708	16,797
R3	17,542	17,268	16,676
R2	17,102	17,102	16,636
R1	16,828	16,828	16,595	16,745
PP	16,662	16,662	16,662	16,620
S1	16,388	16,388	16,515	16,305
S2	16,222	16,222	16,474
S3	15,782	15,948	16,434
S4	15,342	15,508	16,313

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,832	19,383	17,173
R3	18,617	18,168	16,839
R2	17,402	17,402	16,728
R1	16,953	16,953	16,617	17,178
PP	16,187	16,187	16,187	16,299
S1	15,738	15,738	16,394	15,963
S2	14,972	14,972	16,282
S3	13,757	14,523	16,171
S4	12,542	13,308	15,837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,935	16,445	490	3.0%	230	1.4%	22%	True	False	18
10	16,935	15,200	1,735	10.5%	313	1.9%	78%	True	False	19
20	16,935	15,060	1,875	11.3%	318	1.9%	80%	True	False	22
40	17,050	15,060	1,990	12.0%	197	1.2%	75%	False	False	15
60	17,520	15,060	2,460	14.9%	131	0.8%	61%	False	False	10
80	17,740	15,060	2,680	16.2%	99	0.6%	56%	False	False	7
100	17,740	15,060	2,680	16.2%	79	0.5%	56%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	58
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	18,805
2.618	18,087
1.618	17,647
1.000	17,375
0.618	17,207
HIGH	16,935
0.618	16,767
0.500	16,715
0.382	16,663
LOW	16,495
0.618	16,223
1.000	16,055
1.618	15,783
2.618	15,343
4.250	14,625

Fisher Pivots for day following 21-Jul-2016
Pivot	1 day	3 day
R1	16,715	16,715
PP	16,662	16,662
S1	16,608	16,608

Download as Excel Spreadsheet

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

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