NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	18,935	19,095	160	0.8%	18,770
High	19,140	19,125	-15	-0.1%	19,930
Low	18,870	18,755	-115	-0.6%	18,565
Close	19,125	18,840	-285	-1.5%	18,835
Range	270	370	100	37.0%	1,365
ATR	377	376	0	-0.1%	0
Volume	3,579	3,685	106	3.0%	86,154

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,017	19,798	19,044
R3	19,647	19,428	18,942
R2	19,277	19,277	18,908
R1	19,058	19,058	18,874	18,983
PP	18,907	18,907	18,907	18,869
S1	18,688	18,688	18,806	18,613
S2	18,537	18,537	18,772
S3	18,167	18,318	18,738
S4	17,797	17,948	18,637

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	23,205	22,385	19,586
R3	21,840	21,020	19,211
R2	20,475	20,475	19,085
R1	19,655	19,655	18,960	20,065
PP	19,110	19,110	19,110	19,315
S1	18,290	18,290	18,710	18,700
S2	17,745	17,745	18,585
S3	16,380	16,925	18,460
S4	15,015	15,560	18,084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,930	18,665	1,265	6.7%	470	2.5%	14%	False	False	9,651
10	19,930	18,565	1,365	7.2%	477	2.5%	20%	False	False	12,375
20	20,095	18,565	1,530	8.1%	391	2.1%	18%	False	False	11,124
40	20,095	18,565	1,530	8.1%	299	1.6%	18%	False	False	5,575
60	20,095	17,475	2,620	13.9%	261	1.4%	52%	False	False	3,718
80	20,095	17,160	2,935	15.6%	237	1.3%	57%	False	False	2,788
100	20,945	17,160	3,785	20.1%	190	1.0%	44%	False	False	2,231
120	20,945	17,160	3,785	20.1%	158	0.8%	44%	False	False	1,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	152
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,698
2.618	20,094
1.618	19,724
1.000	19,495
0.618	19,354
HIGH	19,125
0.618	18,984
0.500	18,940
0.382	18,896
LOW	18,755
0.618	18,526
1.000	18,385
1.618	18,156
2.618	17,786
4.250	17,183

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	18,940	18,933
PP	18,907	18,902
S1	18,873	18,871

Download as Excel Spreadsheet

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

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