NIKKEI 225 Index Future (Globex) December 2016

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	17,710	17,910	200	1.1%	17,050
High	17,930	17,965	35	0.2%	17,635
Low	17,630	17,795	165	0.9%	16,140
Close	17,920	17,800	-120	-0.7%	17,440
Range	300	170	-130	-43.3%	1,495
ATR	327	316	-11	-3.4%	0
Volume	10,211	9,274	-937	-9.2%	115,266

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,363	18,252	17,894
R3	18,193	18,082	17,847
R2	18,023	18,023	17,831
R1	17,912	17,912	17,816	17,883
PP	17,853	17,853	17,853	17,839
S1	17,742	17,742	17,785	17,713
S2	17,683	17,683	17,769
S3	17,513	17,572	17,753
S4	17,343	17,402	17,707

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	17,965	17,145	820	4.6%	315	1.8%	80%	True	False	14,573
10	17,965	16,140	1,825	10.3%	387	2.2%	91%	True	False	16,742
20	17,965	16,140	1,825	10.3%	306	1.7%	91%	True	False	13,820
40	17,965	16,140	1,825	10.3%	272	1.5%	91%	True	False	11,589
60	17,965	16,140	1,825	10.3%	258	1.4%	91%	True	False	10,452
80	17,965	15,900	2,065	11.6%	251	1.4%	92%	True	False	7,848
100	17,965	15,200	2,765	15.5%	253	1.4%	94%	True	False	6,282
120	17,965	15,060	2,905	16.3%	237	1.3%	94%	True	False	5,237

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	70
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	18,688
2.618	18,410
1.618	18,240
1.000	18,135
0.618	18,070
HIGH	17,965
0.618	17,900
0.500	17,880
0.382	17,860
LOW	17,795
0.618	17,690
1.000	17,625
1.618	17,520
2.618	17,350
4.250	17,073

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	17,880	17,767
PP	17,853	17,733
S1	17,827	17,700

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

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