NIKKEI 225 Index Future (Globex) March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	16,860	17,035	175	1.0%	16,800
High	17,125	17,425	300	1.8%	17,305
Low	16,570	16,970	400	2.4%	15,820
Close	17,090	17,085	-5	0.0%	17,250
Range	555	455	-100	-18.0%	1,485
ATR	596	585	-10	-1.7%	0
Volume	23,662	23,953	291	1.2%	156,941

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,525	18,260	17,335
R3	18,070	17,805	17,210
R2	17,615	17,615	17,169
R1	17,350	17,350	17,127	17,483
PP	17,160	17,160	17,160	17,226
S1	16,895	16,895	17,043	17,028
S2	16,705	16,705	17,002
S3	16,250	16,440	16,960
S4	15,795	15,985	16,835

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	21,247	20,733	18,067
R3	19,762	19,248	17,659
R2	18,277	18,277	17,522
R1	17,763	17,763	17,386	18,020
PP	16,792	16,792	16,792	16,920
S1	16,278	16,278	17,114	16,535
S2	15,307	15,307	16,978
S3	13,822	14,793	16,842
S4	12,337	13,308	16,433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,425	15,820	1,605	9.4%	666	3.9%	79%	True	False	30,537
10	17,765	15,820	1,945	11.4%	735	4.3%	65%	False	False	30,536
20	19,190	15,820	3,370	19.7%	617	3.6%	38%	False	False	22,607
40	20,095	15,820	4,275	25.0%	503	2.9%	30%	False	False	16,967
60	20,095	15,820	4,275	25.0%	406	2.4%	30%	False	False	11,321
80	20,095	15,820	4,275	25.0%	348	2.0%	30%	False	False	8,492
100	20,095	15,820	4,275	25.0%	315	1.8%	30%	False	False	6,794
120	20,945	15,820	5,125	30.0%	263	1.5%	25%	False	False	5,661

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	161
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	19,359
2.618	18,616
1.618	18,161
1.000	17,880
0.618	17,706
HIGH	17,425
0.618	17,251
0.500	17,198
0.382	17,144
LOW	16,970
0.618	16,689
1.000	16,515
1.618	16,234
2.618	15,779
4.250	15,036

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	17,198	17,056
PP	17,160	17,027
S1	17,123	16,998

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

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