NIKKEI 225 Index Future (Globex) March 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	19,440	19,420	-20	-0.1%	19,350
High	19,500	19,505	5	0.0%	19,680
Low	19,410	19,385	-25	-0.1%	19,315
Close	19,460	19,450	-10	-0.1%	19,460
Range	90	120	30	33.3%	365
ATR	247	238	-9	-3.7%	0
Volume	2,849	2,958	109	3.8%	34,484

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,807	19,748	19,516
R3	19,687	19,628	19,483
R2	19,567	19,567	19,472
R1	19,508	19,508	19,461	19,538
PP	19,447	19,447	19,447	19,461
S1	19,388	19,388	19,439	19,418
S2	19,327	19,327	19,428
S3	19,207	19,268	19,417
S4	19,087	19,148	19,384

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,580	20,385	19,661
R3	20,215	20,020	19,561
R2	19,850	19,850	19,527
R1	19,655	19,655	19,494	19,753
PP	19,485	19,485	19,485	19,534
S1	19,290	19,290	19,427	19,388
S2	19,120	19,120	19,393
S3	18,755	18,925	19,360
S4	18,390	18,560	19,259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,680	19,340	340	1.7%	171	0.9%	32%	False	False	5,899
10	19,680	19,075	605	3.1%	221	1.1%	62%	False	False	8,756
20	19,680	18,275	1,405	7.2%	253	1.3%	84%	False	False	9,081
40	19,680	16,190	3,490	17.9%	270	1.4%	93%	False	False	4,567
60	19,680	16,190	3,490	17.9%	224	1.1%	93%	False	False	3,046
80	19,680	16,190	3,490	17.9%	205	1.1%	93%	False	False	2,284

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,015
2.618	19,819
1.618	19,699
1.000	19,625
0.618	19,579
HIGH	19,505
0.618	19,459
0.500	19,445
0.382	19,431
LOW	19,385
0.618	19,311
1.000	19,265
1.618	19,191
2.618	19,071
4.250	18,875

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	19,448	19,441
PP	19,447	19,432
S1	19,445	19,423

Download as Excel Spreadsheet

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

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