NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	18,820	18,360	-460	-2.4%	18,855
High	18,985	18,585	-400	-2.1%	19,190
Low	18,130	18,175	45	0.2%	18,760
Close	18,320	18,435	115	0.6%	18,805
Range	855	410	-445	-52.0%	430
ATR	381	383	2	0.5%	0
Volume	18,954	15,076	-3,878	-20.5%	13,849

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,628	19,442	18,661
R3	19,218	19,032	18,548
R2	18,808	18,808	18,510
R1	18,622	18,622	18,473	18,715
PP	18,398	18,398	18,398	18,445
S1	18,212	18,212	18,398	18,305
S2	17,988	17,988	18,360
S3	17,578	17,802	18,322
S4	17,168	17,392	18,210

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,208	19,937	19,042
R3	19,778	19,507	18,923
R2	19,348	19,348	18,884
R1	19,077	19,077	18,845	18,998
PP	18,918	18,918	18,918	18,879
S1	18,647	18,647	18,766	18,568
S2	18,488	18,488	18,726
S3	18,058	18,217	18,687
S4	17,628	17,787	18,569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,190	18,130	1,060	5.7%	419	2.3%	29%	False	False	8,746
10	19,190	18,130	1,060	5.7%	349	1.9%	29%	False	False	7,065
20	19,930	18,130	1,800	9.8%	428	2.3%	17%	False	False	13,261
40	20,095	18,130	1,965	10.7%	330	1.8%	16%	False	False	6,771
60	20,095	17,845	2,250	12.2%	266	1.4%	26%	False	False	4,516
80	20,095	17,160	2,935	15.9%	265	1.4%	43%	False	False	3,387
100	20,705	17,160	3,545	19.2%	213	1.2%	36%	False	False	2,709
120	20,945	17,160	3,785	20.5%	177	1.0%	34%	False	False	2,258

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	82
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,328
2.618	19,659
1.618	19,249
1.000	18,995
0.618	18,839
HIGH	18,585
0.618	18,429
0.500	18,380
0.382	18,332
LOW	18,175
0.618	17,922
1.000	17,765
1.618	17,512
2.618	17,102
4.250	16,433

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	18,417	18,558
PP	18,398	18,517
S1	18,380	18,476

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

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