NIKKEI 225 Index Future (Globex) December 2016

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

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	18,360	18,615	255	1.4%	18,045
High	18,665	18,755	90	0.5%	18,495
Low	18,295	18,400	105	0.6%	18,005
Close	18,620	18,450	-170	-0.9%	18,400
Range	370	355	-15	-4.1%	490
ATR	283	289	5	1.8%	0
Volume	13,703	13,802	99	0.7%	42,651

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,600	19,380	18,645
R3	19,245	19,025	18,548
R2	18,890	18,890	18,515
R1	18,670	18,670	18,483	18,603
PP	18,535	18,535	18,535	18,501
S1	18,315	18,315	18,418	18,248
S2	18,180	18,180	18,385
S3	17,825	17,960	18,353
S4	17,470	17,605	18,255

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,770	19,575	18,670
R3	19,280	19,085	18,535
R2	18,790	18,790	18,490
R1	18,595	18,595	18,445	18,693
PP	18,300	18,300	18,300	18,349
S1	18,105	18,105	18,355	18,203
S2	17,810	17,810	18,310
S3	17,320	17,615	18,265
S4	16,830	17,125	18,131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,755	18,220	535	2.9%	263	1.4%	43%	True	False	12,267
10	18,755	17,765	990	5.4%	258	1.4%	69%	True	False	11,052
20	18,755	16,140	2,615	14.2%	322	1.7%	88%	True	False	13,897
40	18,755	16,140	2,615	14.2%	266	1.4%	88%	True	False	11,733
60	18,755	16,140	2,615	14.2%	268	1.4%	88%	True	False	11,539
80	18,755	16,140	2,615	14.2%	249	1.4%	88%	True	False	9,225
100	18,755	15,900	2,855	15.5%	249	1.4%	89%	True	False	7,385
120	18,755	15,060	3,695	20.0%	256	1.4%	92%	True	False	6,158

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,264
2.618	19,685
1.618	19,330
1.000	19,110
0.618	18,975
HIGH	18,755
0.618	18,620
0.500	18,578
0.382	18,536
LOW	18,400
0.618	18,181
1.000	18,045
1.618	17,826
2.618	17,471
4.250	16,891

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	18,578	18,500
PP	18,535	18,483
S1	18,493	18,467

Download as Excel Spreadsheet

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

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