NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	17,440	17,710	270	1.5%	17,050
High	17,760	17,930	170	1.0%	17,635
Low	17,435	17,630	195	1.1%	16,140
Close	17,720	17,920	200	1.1%	17,440
Range	325	300	-25	-7.7%	1,495
ATR	329	327	-2	-0.6%	0
Volume	14,105	10,211	-3,894	-27.6%	115,266

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,727	18,623	18,085
R3	18,427	18,323	18,003
R2	18,127	18,127	17,975
R1	18,023	18,023	17,948	18,075
PP	17,827	17,827	17,827	17,853
S1	17,723	17,723	17,893	17,775
S2	17,527	17,527	17,865
S3	17,227	17,423	17,838
S4	16,927	17,123	17,755

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,557	20,993	18,262
R3	20,062	19,498	17,851
R2	18,567	18,567	17,714
R1	18,003	18,003	17,577	18,285
PP	17,072	17,072	17,072	17,213
S1	16,508	16,508	17,303	16,790
S2	15,577	15,577	17,166
S3	14,082	15,013	17,029
S4	12,587	13,518	16,618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,930	16,140	1,790	10.0%	546	3.0%	99%	True	False	23,552
10	17,930	16,140	1,790	10.0%	403	2.2%	99%	True	False	17,193
20	17,930	16,140	1,790	10.0%	302	1.7%	99%	True	False	13,663
40	17,930	16,140	1,790	10.0%	280	1.6%	99%	True	False	11,903
60	17,930	16,140	1,790	10.0%	258	1.4%	99%	True	False	10,298
80	17,930	15,900	2,030	11.3%	252	1.4%	100%	True	False	7,732
100	17,930	15,200	2,730	15.2%	252	1.4%	100%	True	False	6,190
120	17,930	15,060	2,870	16.0%	236	1.3%	100%	True	False	5,160

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	69
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	19,205
2.618	18,716
1.618	18,416
1.000	18,230
0.618	18,116
HIGH	17,930
0.618	17,816
0.500	17,780
0.382	17,745
LOW	17,630
0.618	17,445
1.000	17,330
1.618	17,145
2.618	16,845
4.250	16,355

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	17,873	17,817
PP	17,827	17,713
S1	17,780	17,610

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

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