NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	17,280	17,395	115	0.7%	18,820
High	17,585	17,575	-10	-0.1%	18,985
Low	17,150	17,125	-25	-0.1%	17,270
Close	17,410	17,425	15	0.1%	17,315
Range	435	450	15	3.4%	1,715
ATR	440	441	1	0.2%	0
Volume	10,290	18,740	8,450	82.1%	108,053

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,725	18,525	17,673
R3	18,275	18,075	17,549
R2	17,825	17,825	17,508
R1	17,625	17,625	17,466	17,725
PP	17,375	17,375	17,375	17,425
S1	17,175	17,175	17,384	17,275
S2	16,925	16,925	17,343
S3	16,475	16,725	17,301
S4	16,025	16,275	17,178

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	18,495	17,125	1,370	7.9%	577	3.3%	22%	False	True	20,610
10	19,190	17,125	2,065	11.9%	498	2.9%	15%	False	True	14,678
20	19,930	17,125	2,805	16.1%	463	2.7%	11%	False	True	12,993
40	20,095	17,125	2,970	17.0%	374	2.1%	10%	False	True	9,346
60	20,095	17,125	2,970	17.0%	306	1.8%	10%	False	True	6,233
80	20,095	17,125	2,970	17.0%	284	1.6%	10%	False	True	4,675
100	20,095	17,125	2,970	17.0%	241	1.4%	10%	False	True	3,740
120	20,945	17,125	3,820	21.9%	201	1.2%	8%	False	True	3,117

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	131
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,488
2.618	18,753
1.618	18,303
1.000	18,025
0.618	17,853
HIGH	17,575
0.618	17,403
0.500	17,350
0.382	17,297
LOW	17,125
0.618	16,847
1.000	16,675
1.618	16,397
2.618	15,947
4.250	15,213

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	17,400	17,568
PP	17,375	17,520
S1	17,350	17,473

Download as Excel Spreadsheet

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

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