NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	17,065	16,430	-635	-3.7%	17,280
High	17,085	16,805	-280	-1.6%	17,765
Low	15,960	15,820	-140	-0.9%	16,595
Close	16,375	16,480	105	0.6%	16,820
Range	1,125	985	-140	-12.4%	1,170
ATR	558	589	30	5.5%	0
Volume	37,872	43,352	5,480	14.5%	103,032

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,323	18,887	17,022
R3	18,338	17,902	16,751
R2	17,353	17,353	16,661
R1	16,917	16,917	16,570	17,135
PP	16,368	16,368	16,368	16,478
S1	15,932	15,932	16,390	16,150
S2	15,383	15,383	16,300
S3	14,398	14,947	16,209
S4	13,413	13,962	15,938

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	17,630	15,820	1,810	11.0%	887	5.4%	36%	False	True	35,643
10	18,195	15,820	2,375	14.4%	733	4.4%	28%	False	True	28,104
20	19,190	15,820	3,370	20.4%	552	3.3%	20%	False	True	18,021
40	20,095	15,820	4,275	25.9%	462	2.8%	15%	False	True	14,244
60	20,095	15,820	4,275	25.9%	376	2.3%	15%	False	True	9,500
80	20,095	15,820	4,275	25.9%	332	2.0%	15%	False	True	7,125
100	20,095	15,820	4,275	25.9%	292	1.8%	15%	False	True	5,700
120	20,945	15,820	5,125	31.1%	243	1.5%	13%	False	True	4,750

Crabel Price Patterns
NR	True
NR4	False
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	199
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,991
2.618	19,384
1.618	18,399
1.000	17,790
0.618	17,414
HIGH	16,805
0.618	16,429
0.500	16,313
0.382	16,196
LOW	15,820
0.618	15,211
1.000	14,835
1.618	14,226
2.618	13,241
4.250	11,634

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	16,424	16,563
PP	16,368	16,535
S1	16,313	16,508

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

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