NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	16,965	16,830	-135	-0.8%	16,570
High	16,970	17,025	55	0.3%	17,010
Low	16,770	16,790	20	0.1%	16,565
Close	16,820	16,985	165	1.0%	16,820
Range	200	235	35	17.5%	445
ATR	247	246	-1	-0.4%	0
Volume	11,140	4,401	-6,739	-60.5%	48,114

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,638	17,547	17,114
R3	17,403	17,312	17,050
R2	17,168	17,168	17,028
R1	17,077	17,077	17,007	17,123
PP	16,933	16,933	16,933	16,956
S1	16,842	16,842	16,964	16,888
S2	16,698	16,698	16,942
S3	16,463	16,607	16,921
S4	16,228	16,372	16,856

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,133	17,922	17,065
R3	17,688	17,477	16,943
R2	17,243	17,243	16,902
R1	17,032	17,032	16,861	17,138
PP	16,798	16,798	16,798	16,851
S1	16,587	16,587	16,779	16,693
S2	16,353	16,353	16,739
S3	15,908	16,142	16,698
S4	15,463	15,697	16,575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,025	16,635	390	2.3%	219	1.3%	90%	True	False	9,146
10	17,025	16,205	820	4.8%	239	1.4%	95%	True	False	10,212
20	17,025	16,205	820	4.8%	262	1.5%	95%	True	False	10,404
40	17,135	16,205	930	5.5%	233	1.4%	84%	False	False	7,313
60	17,135	15,900	1,235	7.3%	235	1.4%	88%	False	False	4,885
80	17,135	15,060	2,075	12.2%	250	1.5%	93%	False	False	3,669
100	17,135	15,060	2,075	12.2%	210	1.2%	93%	False	False	2,936
120	17,740	15,060	2,680	15.8%	175	1.0%	72%	False	False	2,447

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,024
2.618	17,640
1.618	17,405
1.000	17,260
0.618	17,170
HIGH	17,025
0.618	16,935
0.500	16,908
0.382	16,880
LOW	16,790
0.618	16,645
1.000	16,555
1.618	16,410
2.618	16,175
4.250	15,791

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	16,959	16,956
PP	16,933	16,927
S1	16,908	16,898

Download as Excel Spreadsheet

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

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