NIKKEI 225 Index Future (Globex) December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	17,465	17,290	-175	-1.0%	17,520
High	17,495	17,565	70	0.4%	17,595
Low	17,155	17,130	-25	-0.1%	16,910
Close	17,280	17,425	145	0.8%	17,425
Range	340	435	95	27.9%	685
ATR	377	381	4	1.1%	0
Volume	14,294	19,839	5,545	38.8%	94,688

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	18,678	18,487	17,664
R3	18,243	18,052	17,545
R2	17,808	17,808	17,505
R1	17,617	17,617	17,465	17,713
PP	17,373	17,373	17,373	17,421
S1	17,182	17,182	17,385	17,278
S2	16,938	16,938	17,345
S3	16,503	16,747	17,306
S4	16,068	16,312	17,186

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	19,365	19,080	17,802
R3	18,680	18,395	17,614
R2	17,995	17,995	17,551
R1	17,710	17,710	17,488	17,510
PP	17,310	17,310	17,310	17,210
S1	17,025	17,025	17,362	16,825
S2	16,625	16,625	17,300
S3	15,940	16,340	17,237
S4	15,255	15,655	17,048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,595	16,910	685	3.9%	388	2.2%	75%	False	False	18,937
10	17,595	16,735	860	4.9%	373	2.1%	80%	False	False	19,234
20	17,595	15,285	2,310	13.3%	407	2.3%	93%	False	False	22,729
40	17,595	14,400	3,195	18.3%	389	2.2%	95%	False	False	23,066
60	17,595	14,400	3,195	18.3%	326	1.9%	95%	False	False	19,506
80	17,595	14,400	3,195	18.3%	275	1.6%	95%	False	False	14,637
100	17,595	14,400	3,195	18.3%	228	1.3%	95%	False	False	11,710

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	81
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	19,414
2.618	18,704
1.618	18,269
1.000	18,000
0.618	17,834
HIGH	17,565
0.618	17,399
0.500	17,348
0.382	17,296
LOW	17,130
0.618	16,861
1.000	16,695
1.618	16,426
2.618	15,991
4.250	15,281

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	17,399	17,399
PP	17,373	17,373
S1	17,348	17,348

Download as Excel Spreadsheet

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

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