NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	15,240	15,610	370	2.4%	15,715
High	15,645	15,885	240	1.5%	16,720
Low	15,060	15,435	375	2.5%	14,990
Close	15,635	15,810	175	1.1%	15,245
Range	585	450	-135	-23.1%	1,730
ATR	477	475	-2	-0.4%	0
Volume	22,949	15,291	-7,658	-33.4%	113,265

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,060	16,885	16,058
R3	16,610	16,435	15,934
R2	16,160	16,160	15,893
R1	15,985	15,985	15,851	16,073
PP	15,710	15,710	15,710	15,754
S1	15,535	15,535	15,769	15,623
S2	15,260	15,260	15,728
S3	14,810	15,085	15,686
S4	14,360	14,635	15,563

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,842	19,773	16,197
R3	19,112	18,043	15,721
R2	17,382	17,382	15,562
R1	16,313	16,313	15,404	15,983
PP	15,652	15,652	15,652	15,486
S1	14,583	14,583	15,087	14,253
S2	13,922	13,922	14,928
S3	12,192	12,853	14,769
S4	10,462	11,123	14,294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,720	14,990	1,730	10.9%	739	4.7%	47%	False	False	26,872
10	16,720	14,990	1,730	10.9%	586	3.7%	47%	False	False	21,498
20	16,910	14,990	1,920	12.1%	475	3.0%	43%	False	False	16,706
40	17,300	14,990	2,310	14.6%	360	2.3%	35%	False	False	8,402
60	17,830	14,990	2,840	18.0%	307	1.9%	29%	False	False	5,603
80	17,830	14,990	2,840	18.0%	238	1.5%	29%	False	False	4,202
100	17,830	14,990	2,840	18.0%	190	1.2%	29%	False	False	3,362
120	17,830	14,990	2,840	18.0%	159	1.0%	29%	False	False	2,801

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	92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,798
2.618	17,063
1.618	16,613
1.000	16,335
0.618	16,163
HIGH	15,885
0.618	15,713
0.500	15,660
0.382	15,607
LOW	15,435
0.618	15,157
1.000	14,985
1.618	14,707
2.618	14,257
4.250	13,523

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	15,760	15,698
PP	15,710	15,585
S1	15,660	15,473

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

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