NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	18,935	19,170	235	1.2%	18,845
High	19,190	19,170	-20	-0.1%	19,140
Low	18,820	18,915	95	0.5%	18,665
Close	19,150	18,935	-215	-1.1%	18,840
Range	370	255	-115	-31.1%	475
ATR	363	355	-8	-2.1%	0
Volume	4,097	3,351	-746	-18.2%	22,777

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	19,772	19,608	19,075
R3	19,517	19,353	19,005
R2	19,262	19,262	18,982
R1	19,098	19,098	18,959	19,053
PP	19,007	19,007	19,007	18,984
S1	18,843	18,843	18,912	18,798
S2	18,752	18,752	18,888
S3	18,497	18,588	18,865
S4	18,242	18,333	18,795

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	18,755	435	2.3%	288	1.5%	41%	False	False	3,771
10	19,930	18,665	1,265	6.7%	402	2.1%	21%	False	False	8,448
20	20,055	18,565	1,490	7.9%	408	2.2%	25%	False	False	11,688
40	20,095	18,565	1,530	8.1%	302	1.6%	24%	False	False	5,865
60	20,095	17,845	2,250	11.9%	254	1.3%	48%	False	False	3,911
80	20,095	17,160	2,935	15.5%	247	1.3%	60%	False	False	2,933
100	20,945	17,160	3,785	20.0%	198	1.0%	47%	False	False	2,347
120	20,945	17,160	3,785	20.0%	165	0.9%	47%	False	False	1,955

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	110
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,254
2.618	19,838
1.618	19,583
1.000	19,425
0.618	19,328
HIGH	19,170
0.618	19,073
0.500	19,043
0.382	19,013
LOW	18,915
0.618	18,758
1.000	18,660
1.618	18,503
2.618	18,248
4.250	17,831

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	19,043	19,000
PP	19,007	18,978
S1	18,971	18,957

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

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