NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	19,975	20,035	60	0.3%	19,975
High	20,095	20,055	-40	-0.2%	20,075
Low	19,975	19,855	-120	-0.6%	19,835
Close	20,055	19,925	-130	-0.6%	19,935
Range	120	200	80	66.7%	240
ATR	226	224	-2	-0.8%	0
Volume	187	641	454	242.8%	377

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,545	20,435	20,035
R3	20,345	20,235	19,980
R2	20,145	20,145	19,962
R1	20,035	20,035	19,943	19,990
PP	19,945	19,945	19,945	19,923
S1	19,835	19,835	19,907	19,790
S2	19,745	19,745	19,888
S3	19,545	19,635	19,870
S4	19,345	19,435	19,815

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%	156	0.8%	42%	False	False	207
10	20,095	19,740	355	1.8%	180	0.9%	52%	False	False	131
20	20,095	19,080	1,015	5.1%	206	1.0%	83%	False	False	73
40	20,095	17,845	2,250	11.3%	178	0.9%	92%	False	False	38
60	20,095	17,160	2,935	14.7%	197	1.0%	94%	False	False	26
80	20,705	17,160	3,545	17.8%	148	0.7%	78%	False	False	19
100	20,945	17,160	3,785	19.0%	118	0.6%	73%	False	False	15
120	20,965	17,160	3,805	19.1%	99	0.5%	73%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	20,905
2.618	20,579
1.618	20,379
1.000	20,255
0.618	20,179
HIGH	20,055
0.618	19,979
0.500	19,955
0.382	19,932
LOW	19,855
0.618	19,732
1.000	19,655
1.618	19,532
2.618	19,332
4.250	19,005

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	19,955	19,948
PP	19,945	19,940
S1	19,935	19,933

Download as Excel Spreadsheet

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

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