NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 06-Oct-2016

Day Change Summary
	Previous	Current
	05-Oct-2016	06-Oct-2016	Change	Change %	Previous Week
Open	16,795	16,985	190	1.1%	16,655
High	17,010	17,000	-10	-0.1%	16,790
Low	16,745	16,865	120	0.7%	16,205
Close	16,985	16,975	-10	-0.1%	16,595
Range	265	135	-130	-49.1%	585
ATR	259	250	-9	-3.4%	0
Volume	8,777	8,402	-375	-4.3%	59,158

Daily Pivots for day following 06-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,352	17,298	17,049
R3	17,217	17,163	17,012
R2	17,082	17,082	17,000
R1	17,028	17,028	16,988	16,988
PP	16,947	16,947	16,947	16,926
S1	16,893	16,893	16,963	16,853
S2	16,812	16,812	16,950
S3	16,677	16,758	16,938
S4	16,542	16,623	16,901

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%	212	1.2%	95%	False	False	10,254
10	17,010	16,205	805	4.7%	259	1.5%	96%	False	False	10,475
20	17,010	16,205	805	4.7%	268	1.6%	96%	False	False	10,911
40	17,135	16,205	930	5.5%	233	1.4%	83%	False	False	6,925
60	17,135	15,900	1,235	7.3%	236	1.4%	87%	False	False	4,626
80	17,135	15,060	2,075	12.2%	252	1.5%	92%	False	False	3,475
100	17,135	15,060	2,075	12.2%	205	1.2%	92%	False	False	2,781
120	17,740	15,060	2,680	15.8%	171	1.0%	71%	False	False	2,317

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,574
2.618	17,354
1.618	17,219
1.000	17,135
0.618	17,084
HIGH	17,000
0.618	16,949
0.500	16,933
0.382	16,917
LOW	16,865
0.618	16,782
1.000	16,730
1.618	16,647
2.618	16,512
4.250	16,291

Fisher Pivots for day following 06-Oct-2016
Pivot	1 day	3 day
R1	16,961	16,924
PP	16,947	16,873
S1	16,933	16,823

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

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