NIKKEI 225 Index Future (Globex) March 2017

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	19,085	19,175	90	0.5%	19,420
High	19,235	19,485	250	1.3%	19,535
Low	19,035	19,165	130	0.7%	18,990
Close	19,110	19,380	270	1.4%	19,110
Range	200	320	120	60.0%	545
ATR	242	252	9	3.9%	0
Volume	6,806	10,413	3,607	53.0%	26,209

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	20,303	20,162	19,556
R3	19,983	19,842	19,468
R2	19,663	19,663	19,439
R1	19,522	19,522	19,409	19,593
PP	19,343	19,343	19,343	19,379
S1	19,202	19,202	19,351	19,273
S2	19,023	19,023	19,321
S3	18,703	18,882	19,292
S4	18,383	18,562	19,204

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,847	20,523	19,410
R3	20,302	19,978	19,260
R2	19,757	19,757	19,210
R1	19,433	19,433	19,160	19,323
PP	19,212	19,212	19,212	19,156
S1	18,888	18,888	19,060	18,778
S2	18,667	18,667	19,010
S3	18,122	18,343	18,960
S4	17,577	17,798	18,810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,535	18,990	545	2.8%	244	1.3%	72%	False	False	7,324
10	19,680	18,990	690	3.6%	212	1.1%	57%	False	False	7,110
20	19,680	18,275	1,405	7.2%	252	1.3%	79%	False	False	10,669
40	19,680	16,190	3,490	18.0%	276	1.4%	91%	False	False	5,408
60	19,680	16,190	3,490	18.0%	235	1.2%	91%	False	False	3,607
80	19,680	16,190	3,490	18.0%	219	1.1%	91%	False	False	2,705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,845
2.618	20,323
1.618	20,003
1.000	19,805
0.618	19,683
HIGH	19,485
0.618	19,363
0.500	19,325
0.382	19,287
LOW	19,165
0.618	18,967
1.000	18,845
1.618	18,647
2.618	18,327
4.250	17,805

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	19,362	19,333
PP	19,343	19,285
S1	19,325	19,238

Download as Excel Spreadsheet

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

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