NIKKEI 225 Index Future (Globex) March 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	19,420	19,480	60	0.3%	19,350
High	19,505	19,535	30	0.2%	19,680
Low	19,385	19,360	-25	-0.1%	19,315
Close	19,450	19,390	-60	-0.3%	19,460
Range	120	175	55	45.8%	365
ATR	238	233	-4	-1.9%	0
Volume	2,958	3,913	955	32.3%	34,484

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,953	19,847	19,486
R3	19,778	19,672	19,438
R2	19,603	19,603	19,422
R1	19,497	19,497	19,406	19,463
PP	19,428	19,428	19,428	19,411
S1	19,322	19,322	19,374	19,288
S2	19,253	19,253	19,358
S3	19,078	19,147	19,342
S4	18,903	18,972	19,294

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	19,615	19,340	275	1.4%	148	0.8%	18%	False	False	4,675
10	19,680	19,185	495	2.6%	209	1.1%	41%	False	False	8,165
20	19,680	18,275	1,405	7.2%	252	1.3%	79%	False	False	9,267
40	19,680	16,190	3,490	18.0%	272	1.4%	92%	False	False	4,665
60	19,680	16,190	3,490	18.0%	226	1.2%	92%	False	False	3,111
80	19,680	16,190	3,490	18.0%	207	1.1%	92%	False	False	2,333

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,279
2.618	19,993
1.618	19,818
1.000	19,710
0.618	19,643
HIGH	19,535
0.618	19,468
0.500	19,448
0.382	19,427
LOW	19,360
0.618	19,252
1.000	19,185
1.618	19,077
2.618	18,902
4.250	18,616

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	19,448	19,448
PP	19,428	19,428
S1	19,409	19,409

Download as Excel Spreadsheet

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

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