NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	19,930	20,055	125	0.6%	19,975
High	20,000	20,070	70	0.4%	20,075
Low	19,880	19,880	0	0.0%	19,835
Close	19,995	19,935	-60	-0.3%	19,935
Range	120	190	70	58.3%	240
ATR	234	231	-3	-1.3%	0
Volume	92	63	-29	-31.5%	377

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,532	20,423	20,040
R3	20,342	20,233	19,987
R2	20,152	20,152	19,970
R1	20,043	20,043	19,953	20,003
PP	19,962	19,962	19,962	19,941
S1	19,853	19,853	19,918	19,813
S2	19,772	19,772	19,900
S3	19,582	19,663	19,883
S4	19,392	19,473	19,831

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,668	20,542	20,067
R3	20,428	20,302	20,001
R2	20,188	20,188	19,979
R1	20,062	20,062	19,957	20,005
PP	19,948	19,948	19,948	19,920
S1	19,822	19,822	19,913	19,765
S2	19,708	19,708	19,891
S3	19,468	19,582	19,869
S4	19,228	19,342	19,803

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%	175	0.9%	44%	False	False	85
10	20,075	19,340	735	3.7%	219	1.1%	81%	False	False	50
20	20,075	18,825	1,250	6.3%	213	1.1%	89%	False	False	29
40	20,075	17,475	2,600	13.0%	193	1.0%	95%	False	False	16
60	20,075	17,160	2,915	14.6%	189	0.9%	95%	False	False	11
80	20,945	17,160	3,785	19.0%	142	0.7%	73%	False	False	8
100	20,945	17,160	3,785	19.0%	114	0.6%	73%	False	False	6
120	20,965	17,160	3,805	19.1%	95	0.5%	73%	False	False	5

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	20,878
2.618	20,568
1.618	20,378
1.000	20,260
0.618	20,188
HIGH	20,070
0.618	19,998
0.500	19,975
0.382	19,953
LOW	19,880
0.618	19,763
1.000	19,690
1.618	19,573
2.618	19,383
4.250	19,073

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	19,975	19,973
PP	19,962	19,960
S1	19,948	19,948

Download as Excel Spreadsheet

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

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