NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	17,635	17,280	-355	-2.0%	18,820
High	18,010	17,585	-425	-2.4%	18,985
Low	17,270	17,150	-120	-0.7%	17,270
Close	17,315	17,410	95	0.5%	17,315
Range	740	435	-305	-41.2%	1,715
ATR	440	440	0	-0.1%	0
Volume	29,433	10,290	-19,143	-65.0%	108,053

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,687	18,483	17,649
R3	18,252	18,048	17,530
R2	17,817	17,817	17,490
R1	17,613	17,613	17,450	17,715
PP	17,382	17,382	17,382	17,433
S1	17,178	17,178	17,370	17,280
S2	16,947	16,947	17,330
S3	16,512	16,743	17,291
S4	16,077	16,308	17,171

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	18,585	17,150	1,435	8.2%	569	3.3%	18%	False	True	19,877
10	19,190	17,150	2,040	11.7%	471	2.7%	13%	False	True	13,219
20	19,930	17,150	2,780	16.0%	474	2.7%	9%	False	True	12,797
40	20,095	17,150	2,945	16.9%	369	2.1%	9%	False	True	8,878
60	20,095	17,150	2,945	16.9%	299	1.7%	9%	False	True	5,921
80	20,095	17,150	2,945	16.9%	282	1.6%	9%	False	True	4,441
100	20,135	17,150	2,985	17.1%	237	1.4%	9%	False	True	3,553
120	20,945	17,150	3,795	21.8%	198	1.1%	7%	False	True	2,960

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	117
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	19,434
2.618	18,724
1.618	18,289
1.000	18,020
0.618	17,854
HIGH	17,585
0.618	17,419
0.500	17,368
0.382	17,316
LOW	17,150
0.618	16,881
1.000	16,715
1.618	16,446
2.618	16,011
4.250	15,301

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	17,396	17,673
PP	17,382	17,585
S1	17,368	17,498

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

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