NIKKEI 225 Index Future (Globex) December 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	16,630	16,700	70	0.4%	16,525
High	16,755	16,860	105	0.6%	16,625
Low	16,620	16,560	-60	-0.4%	15,900
Close	16,645	16,820	175	1.1%	16,405
Range	135	300	165	122.2%	725
ATR	285	286	1	0.4%	0
Volume	123	5	-118	-95.9%	78

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,647	17,533	16,985
R3	17,347	17,233	16,903
R2	17,047	17,047	16,875
R1	16,933	16,933	16,848	16,990
PP	16,747	16,747	16,747	16,775
S1	16,633	16,633	16,793	16,690
S2	16,447	16,447	16,765
S3	16,147	16,333	16,738
S4	15,847	16,033	16,655

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,485	18,170	16,804
R3	17,760	17,445	16,605
R2	17,035	17,035	16,538
R1	16,720	16,720	16,472	16,515
PP	16,310	16,310	16,310	16,208
S1	15,995	15,995	16,339	15,790
S2	15,585	15,585	16,272
S3	14,860	15,270	16,206
S4	14,135	14,545	16,006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,860	16,180	680	4.0%	194	1.2%	94%	True	False	56
10	16,860	15,900	960	5.7%	272	1.6%	96%	True	False	41
20	16,935	15,900	1,035	6.2%	240	1.4%	89%	False	False	28
40	16,935	15,060	1,875	11.1%	278	1.6%	94%	False	False	26
60	17,050	15,060	1,990	11.8%	192	1.1%	88%	False	False	18
80	17,740	15,060	2,680	15.9%	144	0.9%	66%	False	False	13
100	17,740	15,060	2,680	15.9%	115	0.7%	66%	False	False	11

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	91
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,135
2.618	17,646
1.618	17,346
1.000	17,160
0.618	17,046
HIGH	16,860
0.618	16,746
0.500	16,710
0.382	16,675
LOW	16,560
0.618	16,375
1.000	16,260
1.618	16,075
2.618	15,775
4.250	15,285

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	16,783	16,783
PP	16,747	16,747
S1	16,710	16,710

Download as Excel Spreadsheet

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

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