NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	16,570	16,640	70	0.4%	16,655
High	16,680	16,895	215	1.3%	16,790
Low	16,565	16,635	70	0.4%	16,205
Close	16,650	16,770	120	0.7%	16,595
Range	115	260	145	126.1%	585
ATR	259	259	0	0.0%	0
Volume	6,785	13,010	6,225	91.7%	59,158

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,547	17,418	16,913
R3	17,287	17,158	16,842
R2	17,027	17,027	16,818
R1	16,898	16,898	16,794	16,963
PP	16,767	16,767	16,767	16,799
S1	16,638	16,638	16,746	16,703
S2	16,507	16,507	16,722
S3	16,247	16,378	16,699
S4	15,987	16,118	16,627

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,285	18,025	16,917
R3	17,700	17,440	16,756
R2	17,115	17,115	16,702
R1	16,855	16,855	16,649	16,693
PP	16,530	16,530	16,530	16,449
S1	16,270	16,270	16,542	16,108
S2	15,945	15,945	16,488
S3	15,360	15,685	16,434
S4	14,775	15,100	16,273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,895	16,350	545	3.2%	230	1.4%	77%	True	False	11,064
10	16,895	16,205	690	4.1%	304	1.8%	82%	True	False	11,782
20	16,985	16,205	780	4.7%	264	1.6%	72%	False	False	11,551
40	17,135	16,205	930	5.5%	229	1.4%	61%	False	False	6,499
60	17,135	15,900	1,235	7.4%	241	1.4%	70%	False	False	4,341
80	17,135	15,060	2,075	12.4%	250	1.5%	82%	False	False	3,261
100	17,135	15,060	2,075	12.4%	201	1.2%	82%	False	False	2,609
120	17,740	15,060	2,680	16.0%	168	1.0%	64%	False	False	2,174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,000
2.618	17,576
1.618	17,316
1.000	17,155
0.618	17,056
HIGH	16,895
0.618	16,796
0.500	16,765
0.382	16,734
LOW	16,635
0.618	16,474
1.000	16,375
1.618	16,214
2.618	15,954
4.250	15,530

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	16,768	16,721
PP	16,767	16,672
S1	16,765	16,623

Download as Excel Spreadsheet

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

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