NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	16,640	16,795	155	0.9%	16,655
High	16,895	17,010	115	0.7%	16,790
Low	16,635	16,745	110	0.7%	16,205
Close	16,770	16,985	215	1.3%	16,595
Range	260	265	5	1.9%	585
ATR	259	259	0	0.2%	0
Volume	13,010	8,777	-4,233	-32.5%	59,158

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,708	17,612	17,131
R3	17,443	17,347	17,058
R2	17,178	17,178	17,034
R1	17,082	17,082	17,009	17,130
PP	16,913	16,913	16,913	16,938
S1	16,817	16,817	16,961	16,865
S2	16,648	16,648	16,937
S3	16,383	16,552	16,912
S4	16,118	16,287	16,839

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	17,010	16,350	660	3.9%	245	1.4%	96%	True	False	11,160
10	17,010	16,205	805	4.7%	282	1.7%	97%	True	False	10,473
20	17,010	16,205	805	4.7%	271	1.6%	97%	True	False	11,150
40	17,135	16,205	930	5.5%	233	1.4%	84%	False	False	6,718
60	17,135	15,900	1,235	7.3%	238	1.4%	88%	False	False	4,486
80	17,135	15,060	2,075	12.2%	251	1.5%	93%	False	False	3,370
100	17,135	15,060	2,075	12.2%	204	1.2%	93%	False	False	2,696
120	17,740	15,060	2,680	15.8%	170	1.0%	72%	False	False	2,247

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	51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,136
2.618	17,704
1.618	17,439
1.000	17,275
0.618	17,174
HIGH	17,010
0.618	16,909
0.500	16,878
0.382	16,846
LOW	16,745
0.618	16,581
1.000	16,480
1.618	16,316
2.618	16,051
4.250	15,619

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	16,949	16,919
PP	16,913	16,853
S1	16,878	16,788

Download as Excel Spreadsheet

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

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