NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	18,845	18,915	70	0.4%	19,775
High	19,005	19,440	435	2.3%	19,880
Low	18,565	18,885	320	1.7%	18,650
Close	18,915	19,380	465	2.5%	18,750
Range	440	555	115	26.1%	1,230
ATR	331	347	16	4.8%	0
Volume	15,629	14,451	-1,178	-7.5%	108,411

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,900	20,695	19,685
R3	20,345	20,140	19,533
R2	19,790	19,790	19,482
R1	19,585	19,585	19,431	19,688
PP	19,235	19,235	19,235	19,286
S1	19,030	19,030	19,329	19,133
S2	18,680	18,680	19,278
S3	18,125	18,475	19,228
S4	17,570	17,920	19,075

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	22,783	21,997	19,427
R3	21,553	20,767	19,088
R2	20,323	20,323	18,976
R1	19,537	19,537	18,863	19,315
PP	19,093	19,093	19,093	18,983
S1	18,307	18,307	18,637	18,085
S2	17,863	17,863	18,525
S3	16,633	17,077	18,412
S4	15,403	15,847	18,074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,440	18,565	875	4.5%	458	2.4%	93%	True	False	16,052
10	20,035	18,565	1,470	7.6%	450	2.3%	55%	False	False	16,310
20	20,095	18,565	1,530	7.9%	315	1.6%	53%	False	False	8,221
40	20,095	18,520	1,575	8.1%	261	1.3%	55%	False	False	4,116
60	20,095	17,160	2,935	15.1%	240	1.2%	76%	False	False	2,744
80	20,095	17,160	2,935	15.1%	204	1.1%	76%	False	False	2,058
100	20,945	17,160	3,785	19.5%	163	0.8%	59%	False	False	1,646
120	20,945	17,160	3,785	19.5%	136	0.7%	59%	False	False	1,372

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	106
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	21,799
2.618	20,893
1.618	20,338
1.000	19,995
0.618	19,783
HIGH	19,440
0.618	19,228
0.500	19,163
0.382	19,097
LOW	18,885
0.618	18,542
1.000	18,330
1.618	17,987
2.618	17,432
4.250	16,526

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	19,308	19,254
PP	19,235	19,128
S1	19,163	19,003

Download as Excel Spreadsheet

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

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