NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	19,950	19,975	25	0.1%	19,975
High	19,950	20,095	145	0.7%	20,075
Low	19,800	19,975	175	0.9%	19,835
Close	19,850	20,055	205	1.0%	19,935
Range	150	120	-30	-20.0%	240
ATR	225	226	1	0.6%	0
Volume	54	187	133	246.3%	377

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,402	20,348	20,121
R3	20,282	20,228	20,088
R2	20,162	20,162	20,077
R1	20,108	20,108	20,066	20,135
PP	20,042	20,042	20,042	20,055
S1	19,988	19,988	20,044	20,015
S2	19,922	19,922	20,033
S3	19,802	19,868	20,022
S4	19,682	19,748	19,989

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	20,095	19,800	295	1.5%	144	0.7%	86%	True	False	111
10	20,095	19,700	395	2.0%	183	0.9%	90%	True	False	68
20	20,095	19,080	1,015	5.1%	196	1.0%	96%	True	False	41
40	20,095	17,845	2,250	11.2%	177	0.9%	98%	True	False	22
60	20,095	17,160	2,935	14.6%	194	1.0%	99%	True	False	15
80	20,945	17,160	3,785	18.9%	145	0.7%	76%	False	False	11
100	20,945	17,160	3,785	18.9%	116	0.6%	76%	False	False	9
120	20,965	17,160	3,805	19.0%	97	0.5%	76%	False	False	7

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	28
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	20,605
2.618	20,409
1.618	20,289
1.000	20,215
0.618	20,169
HIGH	20,095
0.618	20,049
0.500	20,035
0.382	20,021
LOW	19,975
0.618	19,901
1.000	19,855
1.618	19,781
2.618	19,661
4.250	19,465

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	20,048	20,019
PP	20,042	19,983
S1	20,035	19,948

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

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