NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	16,740	16,805	65	0.4%	16,525
High	16,880	16,875	-5	0.0%	16,880
Low	16,740	16,790	50	0.3%	16,525
Close	16,760	16,825	65	0.4%	16,760
Range	140	85	-55	-39.3%	355
ATR	276	264	-11	-4.2%	0
Volume	7	3	-4	-57.1%	281

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,085	17,040	16,872
R3	17,000	16,955	16,849
R2	16,915	16,915	16,841
R1	16,870	16,870	16,833	16,893
PP	16,830	16,830	16,830	16,841
S1	16,785	16,785	16,817	16,808
S2	16,745	16,745	16,810
S3	16,660	16,700	16,802
S4	16,575	16,615	16,778

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,787	17,628	16,955
R3	17,432	17,273	16,858
R2	17,077	17,077	16,825
R1	16,918	16,918	16,793	16,998
PP	16,722	16,722	16,722	16,761
S1	16,563	16,563	16,728	16,643
S2	16,367	16,367	16,695
S3	16,012	16,208	16,663
S4	15,657	15,853	16,565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,880	16,560	320	1.9%	156	0.9%	83%	False	False	34
10	16,880	15,900	980	5.8%	229	1.4%	94%	False	False	35
20	16,935	15,900	1,035	6.2%	235	1.4%	89%	False	False	28
40	16,935	15,060	1,875	11.1%	266	1.6%	94%	False	False	23
60	17,050	15,060	1,990	11.8%	196	1.2%	89%	False	False	18
80	17,740	15,060	2,680	15.9%	147	0.9%	66%	False	False	13
100	17,740	15,060	2,680	15.9%	118	0.7%	66%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	67
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	17,236
2.618	17,098
1.618	17,013
1.000	16,960
0.618	16,928
HIGH	16,875
0.618	16,843
0.500	16,833
0.382	16,823
LOW	16,790
0.618	16,738
1.000	16,705
1.618	16,653
2.618	16,568
4.250	16,429

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	16,833	16,790
PP	16,830	16,755
S1	16,828	16,720

Download as Excel Spreadsheet

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

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