NIKKEI 225 Index Future (Globex) March 2017

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	19,255	19,520	265	1.4%	19,160
High	19,600	19,585	-15	-0.1%	19,600
Low	19,245	19,435	190	1.0%	18,810
Close	19,540	19,505	-35	-0.2%	19,505
Range	355	150	-205	-57.7%	790
ATR	309	298	-11	-3.7%	0
Volume	14,072	11,803	-2,269	-16.1%	69,462

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	19,958	19,882	19,588
R3	19,808	19,732	19,546
R2	19,658	19,658	19,533
R1	19,582	19,582	19,519	19,545
PP	19,508	19,508	19,508	19,490
S1	19,432	19,432	19,491	19,395
S2	19,358	19,358	19,478
S3	19,208	19,282	19,464
S4	19,058	19,132	19,423

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	21,675	21,380	19,940
R3	20,885	20,590	19,722
R2	20,095	20,095	19,650
R1	19,800	19,800	19,578	19,948
PP	19,305	19,305	19,305	19,379
S1	19,010	19,010	19,433	19,158
S2	18,515	18,515	19,360
S3	17,725	18,220	19,288
S4	16,935	17,430	19,071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,600	18,810	790	4.1%	293	1.5%	88%	False	False	13,892
10	19,600	18,680	920	4.7%	316	1.6%	90%	False	False	14,717
20	19,745	18,680	1,065	5.5%	321	1.6%	77%	False	False	13,336
40	19,745	18,275	1,470	7.5%	287	1.5%	84%	False	False	11,301
60	19,745	16,190	3,555	18.2%	288	1.5%	93%	False	False	7,555
80	19,745	16,190	3,555	18.2%	250	1.3%	93%	False	False	5,667
100	19,745	16,190	3,555	18.2%	230	1.2%	93%	False	False	4,534

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	20,223
2.618	19,978
1.618	19,828
1.000	19,735
0.618	19,678
HIGH	19,585
0.618	19,528
0.500	19,510
0.382	19,492
LOW	19,435
0.618	19,342
1.000	19,285
1.618	19,192
2.618	19,042
4.250	18,798

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	19,510	19,439
PP	19,508	19,373
S1	19,507	19,308

Download as Excel Spreadsheet

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

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