NIKKEI 225 Index Future (Globex) June 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	16,850	16,890	40	0.2%	16,720
High	16,970	17,095	125	0.7%	17,070
Low	16,645	16,885	240	1.4%	16,580
Close	16,835	17,005	170	1.0%	16,835
Range	325	210	-115	-35.4%	490
ATR	387	378	-9	-2.3%	0
Volume	9,772	6,333	-3,439	-35.2%	42,202

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,625	17,525	17,121
R3	17,415	17,315	17,063
R2	17,205	17,205	17,044
R1	17,105	17,105	17,024	17,155
PP	16,995	16,995	16,995	17,020
S1	16,895	16,895	16,986	16,945
S2	16,785	16,785	16,967
S3	16,575	16,685	16,947
S4	16,365	16,475	16,890

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,298	18,057	17,105
R3	17,808	17,567	16,970
R2	17,318	17,318	16,925
R1	17,077	17,077	16,880	17,198
PP	16,828	16,828	16,828	16,889
S1	16,587	16,587	16,790	16,708
S2	16,338	16,338	16,745
S3	15,848	16,097	16,700
S4	15,358	15,607	16,566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,095	16,580	515	3.0%	275	1.6%	83%	True	False	9,707
10	17,270	16,510	760	4.5%	324	1.9%	65%	False	False	11,717
20	17,270	15,850	1,420	8.4%	387	2.3%	81%	False	False	10,385
40	17,870	14,820	3,050	17.9%	365	2.1%	72%	False	False	5,246
60	18,965	14,820	4,145	24.4%	342	2.0%	53%	False	False	3,498

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	True
Bear Hook	False
Bull Hook	False
Stretch	104
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	17,988
2.618	17,645
1.618	17,435
1.000	17,305
0.618	17,225
HIGH	17,095
0.618	17,015
0.500	16,990
0.382	16,965
LOW	16,885
0.618	16,755
1.000	16,675
1.618	16,545
2.618	16,335
4.250	15,993

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	17,000	16,960
PP	16,995	16,915
S1	16,990	16,870

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

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