NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	17,415	17,470	55	0.3%	17,255
High	17,475	17,595	120	0.7%	17,515
Low	17,345	17,170	-175	-1.0%	17,195
Close	17,420	17,270	-150	-0.9%	17,425
Range	130	425	295	226.9%	320
ATR	204	219	16	7.8%	0
Volume	7,681	12,723	5,042	65.6%	51,595

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,620	18,370	17,504
R3	18,195	17,945	17,387
R2	17,770	17,770	17,348
R1	17,520	17,520	17,309	17,433
PP	17,345	17,345	17,345	17,301
S1	17,095	17,095	17,231	17,008
S2	16,920	16,920	17,192
S3	16,495	16,670	17,153
S4	16,070	16,245	17,036

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,338	18,202	17,601
R3	18,018	17,882	17,513
R2	17,698	17,698	17,484
R1	17,562	17,562	17,454	17,630
PP	17,378	17,378	17,378	17,413
S1	17,242	17,242	17,396	17,310
S2	17,058	17,058	17,366
S3	16,738	16,922	17,337
S4	16,418	16,602	17,249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,595	17,170	425	2.5%	208	1.2%	24%	True	True	10,728
10	17,595	16,955	640	3.7%	200	1.2%	49%	True	False	10,133
20	17,595	16,680	915	5.3%	207	1.2%	64%	True	False	9,319
40	17,595	16,205	1,390	8.0%	235	1.4%	77%	True	False	10,435
60	17,595	16,205	1,390	8.0%	222	1.3%	77%	True	False	7,439
80	17,595	15,900	1,695	9.8%	232	1.3%	81%	True	False	5,585
100	17,595	15,060	2,535	14.7%	241	1.4%	87%	True	False	4,472
120	17,595	15,060	2,535	14.7%	202	1.2%	87%	True	False	3,727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	19,401
2.618	18,708
1.618	18,283
1.000	18,020
0.618	17,858
HIGH	17,595
0.618	17,433
0.500	17,383
0.382	17,332
LOW	17,170
0.618	16,907
1.000	16,745
1.618	16,482
2.618	16,057
4.250	15,364

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	17,383	17,383
PP	17,345	17,345
S1	17,308	17,308

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

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