NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	19,900	19,930	30	0.2%	19,350
High	20,015	20,000	-15	-0.1%	20,030
Low	19,875	19,880	5	0.0%	19,340
Close	19,960	19,995	35	0.2%	19,980
Range	140	120	-20	-14.3%	690
ATR	242	234	-9	-3.6%	0
Volume	161	92	-69	-42.9%	90

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,318	20,277	20,061
R3	20,198	20,157	20,028
R2	20,078	20,078	20,017
R1	20,037	20,037	20,006	20,058
PP	19,958	19,958	19,958	19,969
S1	19,917	19,917	19,984	19,938
S2	19,838	19,838	19,973
S3	19,718	19,797	19,962
S4	19,598	19,677	19,929

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,853	21,607	20,360
R3	21,163	20,917	20,170
R2	20,473	20,473	20,107
R1	20,227	20,227	20,043	20,350
PP	19,783	19,783	19,783	19,845
S1	19,537	19,537	19,917	19,660
S2	19,093	19,093	19,854
S3	18,403	18,847	19,790
S4	17,713	18,157	19,601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,075	19,825	250	1.3%	173	0.9%	68%	False	False	73
10	20,075	19,340	735	3.7%	225	1.1%	89%	False	False	45
20	20,075	18,825	1,250	6.3%	208	1.0%	94%	False	False	26
40	20,075	17,475	2,600	13.0%	196	1.0%	97%	False	False	15
60	20,075	17,160	2,915	14.6%	186	0.9%	97%	False	False	10
80	20,945	17,160	3,785	18.9%	140	0.7%	75%	False	False	7
100	20,945	17,160	3,785	18.9%	112	0.6%	75%	False	False	6
120	20,965	17,160	3,805	19.0%	93	0.5%	75%	False	False	5

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	20,510
2.618	20,314
1.618	20,194
1.000	20,120
0.618	20,074
HIGH	20,000
0.618	19,954
0.500	19,940
0.382	19,926
LOW	19,880
0.618	19,806
1.000	19,760
1.618	19,686
2.618	19,566
4.250	19,370

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	19,977	19,982
PP	19,958	19,968
S1	19,940	19,955

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

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