NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	16,735	16,740	5	0.0%	17,095
High	16,770	16,800	30	0.2%	17,135
Low	16,475	16,470	-5	0.0%	16,725
Close	16,735	16,605	-130	-0.8%	16,735
Range	295	330	35	11.9%	410
ATR	227	234	7	3.2%	0
Volume	13,290	12,423	-867	-6.5%	67,194

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,615	17,440	16,787
R3	17,285	17,110	16,696
R2	16,955	16,955	16,666
R1	16,780	16,780	16,635	16,703
PP	16,625	16,625	16,625	16,586
S1	16,450	16,450	16,575	16,373
S2	16,295	16,295	16,545
S3	15,965	16,120	16,514
S4	15,635	15,790	16,424

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,095	17,825	16,961
R3	17,685	17,415	16,848
R2	17,275	17,275	16,810
R1	17,005	17,005	16,773	16,935
PP	16,865	16,865	16,865	16,830
S1	16,595	16,595	16,698	16,525
S2	16,455	16,455	16,660
S3	16,045	16,185	16,622
S4	15,635	15,775	16,510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,985	16,470	515	3.1%	240	1.4%	26%	False	True	13,617
10	17,135	16,470	665	4.0%	232	1.4%	20%	False	True	9,610
20	17,135	16,285	850	5.1%	215	1.3%	38%	False	False	4,843
40	17,135	15,900	1,235	7.4%	225	1.4%	57%	False	False	2,435
60	17,135	15,060	2,075	12.5%	249	1.5%	74%	False	False	1,630
80	17,135	15,060	2,075	12.5%	201	1.2%	74%	False	False	1,224
100	17,740	15,060	2,680	16.1%	161	1.0%	58%	False	False	979
120	17,740	15,060	2,680	16.1%	134	0.8%	58%	False	False	816

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	42
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	18,203
2.618	17,664
1.618	17,334
1.000	17,130
0.618	17,004
HIGH	16,800
0.618	16,674
0.500	16,635
0.382	16,596
LOW	16,470
0.618	16,266
1.000	16,140
1.618	15,936
2.618	15,606
4.250	15,068

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	16,635	16,728
PP	16,625	16,687
S1	16,615	16,646

Download as Excel Spreadsheet

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

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