NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	17,445	17,255	-190	-1.1%	18,820
High	17,765	17,605	-160	-0.9%	18,985
Low	17,195	16,950	-245	-1.4%	17,270
Close	17,235	17,525	290	1.7%	17,315
Range	570	655	85	14.9%	1,715
ATR	450	464	15	3.3%	0
Volume	17,808	26,775	8,967	50.4%	108,053

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,325	19,080	17,885
R3	18,670	18,425	17,705
R2	18,015	18,015	17,645
R1	17,770	17,770	17,585	17,893
PP	17,360	17,360	17,360	17,421
S1	17,115	17,115	17,465	17,238
S2	16,705	16,705	17,405
S3	16,050	16,460	17,345
S4	15,395	15,805	17,165

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	18,010	16,950	1,060	6.0%	570	3.3%	54%	False	True	20,609
10	18,985	16,950	2,035	11.6%	558	3.2%	28%	False	True	18,392
20	19,930	16,950	2,980	17.0%	480	2.7%	19%	False	True	13,420
40	20,095	16,950	3,145	17.9%	389	2.2%	18%	False	True	10,459
60	20,095	16,950	3,145	17.9%	325	1.9%	18%	False	True	6,976
80	20,095	16,950	3,145	17.9%	294	1.7%	18%	False	True	5,232
100	20,095	16,950	3,145	17.9%	254	1.4%	18%	False	True	4,186
120	20,945	16,950	3,995	22.8%	211	1.2%	14%	False	True	3,488

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	175
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	20,389
2.618	19,320
1.618	18,665
1.000	18,260
0.618	18,010
HIGH	17,605
0.618	17,355
0.500	17,278
0.382	17,200
LOW	16,950
0.618	16,545
1.000	16,295
1.618	15,890
2.618	15,235
4.250	14,166

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	17,443	17,469
PP	17,360	17,413
S1	17,278	17,358

Download as Excel Spreadsheet

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

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