NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	18,855	18,935	80	0.4%	18,845
High	18,985	19,190	205	1.1%	19,140
Low	18,810	18,820	10	0.1%	18,665
Close	18,910	19,150	240	1.3%	18,840
Range	175	370	195	111.4%	475
ATR	362	363	1	0.2%	0
Volume	4,146	4,097	-49	-1.2%	22,777

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,163	20,027	19,354
R3	19,793	19,657	19,252
R2	19,423	19,423	19,218
R1	19,287	19,287	19,184	19,355
PP	19,053	19,053	19,053	19,088
S1	18,917	18,917	19,116	18,985
S2	18,683	18,683	19,082
S3	18,313	18,547	19,048
S4	17,943	18,177	18,947

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	20,307	20,048	19,101
R3	19,832	19,573	18,971
R2	19,357	19,357	18,927
R1	19,098	19,098	18,884	18,990
PP	18,882	18,882	18,882	18,828
S1	18,623	18,623	18,797	18,515
S2	18,407	18,407	18,753
S3	17,932	18,148	18,710
S4	17,457	17,673	18,579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,190	18,725	465	2.4%	285	1.5%	91%	True	False	4,344
10	19,930	18,565	1,365	7.1%	420	2.2%	43%	False	False	9,676
20	20,095	18,565	1,530	8.0%	401	2.1%	38%	False	False	11,530
40	20,095	18,565	1,530	8.0%	302	1.6%	38%	False	False	5,781
60	20,095	17,845	2,250	11.7%	256	1.3%	58%	False	False	3,855
80	20,095	17,160	2,935	15.3%	244	1.3%	68%	False	False	2,892
100	20,945	17,160	3,785	19.8%	195	1.0%	53%	False	False	2,313
120	20,945	17,160	3,785	19.8%	163	0.8%	53%	False	False	1,928

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	126
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,763
2.618	20,159
1.618	19,789
1.000	19,560
0.618	19,419
HIGH	19,190
0.618	19,049
0.500	19,005
0.382	18,961
LOW	18,820
0.618	18,591
1.000	18,450
1.618	18,221
2.618	17,851
4.250	17,248

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	19,102	19,091
PP	19,053	19,032
S1	19,005	18,973

Download as Excel Spreadsheet

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

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