NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	16,965	17,005	40	0.2%	16,830
High	17,045	17,320	275	1.6%	17,100
Low	16,955	16,990	35	0.2%	16,680
Close	17,015	17,305	290	1.7%	16,910
Range	90	330	240	266.7%	420
ATR	224	231	8	3.4%	0
Volume	6,140	14,599	8,459	137.8%	44,201

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,195	18,080	17,487
R3	17,865	17,750	17,396
R2	17,535	17,535	17,366
R1	17,420	17,420	17,335	17,478
PP	17,205	17,205	17,205	17,234
S1	17,090	17,090	17,275	17,148
S2	16,875	16,875	17,245
S3	16,545	16,760	17,214
S4	16,215	16,430	17,124

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,157	17,953	17,141
R3	17,737	17,533	17,026
R2	17,317	17,317	16,987
R1	17,113	17,113	16,949	17,215
PP	16,897	16,897	16,897	16,948
S1	16,693	16,693	16,872	16,795
S2	16,477	16,477	16,833
S3	16,057	16,273	16,795
S4	15,637	15,853	16,679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,320	16,755	565	3.3%	195	1.1%	97%	True	False	8,381
10	17,320	16,680	640	3.7%	215	1.2%	98%	True	False	8,862
20	17,320	16,205	1,115	6.4%	237	1.4%	99%	True	False	9,668
40	17,320	16,205	1,115	6.4%	239	1.4%	99%	True	False	9,132
60	17,320	15,900	1,420	8.2%	235	1.4%	99%	True	False	6,101
80	17,320	15,200	2,120	12.3%	243	1.4%	99%	True	False	4,580
100	17,320	15,060	2,260	13.1%	227	1.3%	99%	True	False	3,667
120	17,320	15,060	2,260	13.1%	189	1.1%	99%	True	False	3,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	18,723
2.618	18,184
1.618	17,854
1.000	17,650
0.618	17,524
HIGH	17,320
0.618	17,194
0.500	17,155
0.382	17,116
LOW	16,990
0.618	16,786
1.000	16,660
1.618	16,456
2.618	16,126
4.250	15,588

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	17,255	17,233
PP	17,205	17,162
S1	17,155	17,090

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

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