NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	16,655	16,335	-320	-1.9%	16,335
High	16,655	16,605	-50	-0.3%	16,880
Low	16,300	16,205	-95	-0.6%	16,275
Close	16,330	16,510	180	1.1%	16,630
Range	355	400	45	12.7%	605
ATR	262	272	10	3.7%	0
Volume	9,552	14,078	4,526	47.4%	51,005

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,640	17,475	16,730
R3	17,240	17,075	16,620
R2	16,840	16,840	16,583
R1	16,675	16,675	16,547	16,758
PP	16,440	16,440	16,440	16,481
S1	16,275	16,275	16,473	16,358
S2	16,040	16,040	16,437
S3	15,640	15,875	16,400
S4	15,240	15,475	16,290

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,410	18,125	16,963
R3	17,805	17,520	16,797
R2	17,200	17,200	16,741
R1	16,915	16,915	16,686	17,058
PP	16,595	16,595	16,595	16,666
S1	16,310	16,310	16,575	16,453
S2	15,990	15,990	16,519
S3	15,385	15,705	16,464
S4	14,780	15,100	16,297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,880	16,205	675	4.1%	378	2.3%	45%	False	True	12,499
10	16,880	16,205	675	4.1%	293	1.8%	45%	False	True	10,761
20	17,135	16,205	930	5.6%	262	1.6%	33%	False	True	10,185
40	17,135	15,900	1,235	7.5%	238	1.4%	49%	False	False	5,120
60	17,135	15,200	1,935	11.7%	251	1.5%	68%	False	False	3,421
80	17,135	15,060	2,075	12.6%	237	1.4%	70%	False	False	2,569
100	17,135	15,060	2,075	12.6%	190	1.1%	70%	False	False	2,055
120	17,740	15,060	2,680	16.2%	158	1.0%	54%	False	False	1,713

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	53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,305
2.618	17,652
1.618	17,252
1.000	17,005
0.618	16,852
HIGH	16,605
0.618	16,452
0.500	16,405
0.382	16,358
LOW	16,205
0.618	15,958
1.000	15,805
1.618	15,558
2.618	15,158
4.250	14,505

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	16,475	16,538
PP	16,440	16,528
S1	16,405	16,519

Download as Excel Spreadsheet

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

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