NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	18,075	17,635	-440	-2.4%	18,820
High	18,195	18,010	-185	-1.0%	18,985
Low	17,500	17,270	-230	-1.3%	17,270
Close	17,605	17,315	-290	-1.6%	17,315
Range	695	740	45	6.5%	1,715
ATR	417	440	23	5.5%	0
Volume	26,550	29,433	2,883	10.9%	108,053

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,752	19,273	17,722
R3	19,012	18,533	17,519
R2	18,272	18,272	17,451
R1	17,793	17,793	17,383	17,663
PP	17,532	17,532	17,532	17,466
S1	17,053	17,053	17,247	16,923
S2	16,792	16,792	17,179
S3	16,052	16,313	17,112
S4	15,312	15,573	16,908

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	23,002	21,873	18,258
R3	21,287	20,158	17,787
R2	19,572	19,572	17,630
R1	18,443	18,443	17,472	18,150
PP	17,857	17,857	17,857	17,710
S1	16,728	16,728	17,158	16,435
S2	16,142	16,142	17,001
S3	14,427	15,013	16,844
S4	12,712	13,298	16,372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,985	17,270	1,715	9.9%	653	3.8%	3%	False	True	21,610
10	19,190	17,270	1,920	11.1%	464	2.7%	2%	False	True	12,558
20	19,930	17,270	2,660	15.4%	461	2.7%	2%	False	True	13,030
40	20,095	17,270	2,825	16.3%	363	2.1%	2%	False	True	8,621
60	20,095	17,270	2,825	16.3%	296	1.7%	2%	False	True	5,749
80	20,095	17,160	2,935	17.0%	280	1.6%	5%	False	False	4,312
100	20,495	17,160	3,335	19.3%	233	1.3%	5%	False	False	3,450
120	20,945	17,160	3,785	21.9%	194	1.1%	4%	False	False	2,875

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	107
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	21,155
2.618	19,947
1.618	19,207
1.000	18,750
0.618	18,467
HIGH	18,010
0.618	17,727
0.500	17,640
0.382	17,553
LOW	17,270
0.618	16,813
1.000	16,530
1.618	16,073
2.618	15,333
4.250	14,125

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	17,640	17,883
PP	17,532	17,693
S1	17,423	17,504

Download as Excel Spreadsheet

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

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