NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	17,520	16,800	-720	-4.1%	17,280
High	17,630	17,305	-325	-1.8%	17,765
Low	16,595	16,670	75	0.5%	16,595
Close	16,820	17,050	230	1.4%	16,820
Range	1,035	635	-400	-38.6%	1,170
ATR	505	515	9	1.8%	0
Volume	29,419	40,801	11,382	38.7%	103,032

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,913	18,617	17,399
R3	18,278	17,982	17,225
R2	17,643	17,643	17,167
R1	17,347	17,347	17,108	17,495
PP	17,008	17,008	17,008	17,083
S1	16,712	16,712	16,992	16,860
S2	16,373	16,373	16,934
S3	15,738	16,077	16,876
S4	15,103	15,442	16,701

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,570	19,865	17,464
R3	19,400	18,695	17,142
R2	18,230	18,230	17,035
R1	17,525	17,525	16,927	17,293
PP	17,060	17,060	17,060	16,944
S1	16,355	16,355	16,713	16,123
S2	15,890	15,890	16,606
S3	14,720	15,185	16,498
S4	13,550	14,015	16,177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,765	16,595	1,170	6.9%	669	3.9%	39%	False	False	26,708
10	18,585	16,595	1,990	11.7%	619	3.6%	23%	False	False	23,293
20	19,930	16,595	3,335	19.6%	520	3.0%	14%	False	False	15,699
40	20,095	16,595	3,500	20.5%	418	2.5%	13%	False	False	12,214
60	20,095	16,595	3,500	20.5%	350	2.1%	13%	False	False	8,146
80	20,095	16,595	3,500	20.5%	311	1.8%	13%	False	False	6,110
100	20,095	16,595	3,500	20.5%	270	1.6%	13%	False	False	4,888
120	20,945	16,595	4,350	25.5%	225	1.3%	10%	False	False	4,073

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	181
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	20,004
2.618	18,968
1.618	18,333
1.000	17,940
0.618	17,698
HIGH	17,305
0.618	17,063
0.500	16,988
0.382	16,913
LOW	16,670
0.618	16,278
1.000	16,035
1.618	15,643
2.618	15,008
4.250	13,971

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	17,029	17,113
PP	17,008	17,092
S1	16,988	17,071

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

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