NIKKEI 225 Index Future (Globex) June 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	16,940	17,095	155	0.9%	16,765
High	17,270	17,160	-110	-0.6%	17,005
Low	16,910	16,755	-155	-0.9%	16,430
Close	17,085	16,865	-220	-1.3%	16,930
Range	360	405	45	12.5%	575
ATR	358	362	3	0.9%	0
Volume	20,023	16,654	-3,369	-16.8%	53,947

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,142	17,908	17,088
R3	17,737	17,503	16,977
R2	17,332	17,332	16,939
R1	17,098	17,098	16,902	17,013
PP	16,927	16,927	16,927	16,884
S1	16,693	16,693	16,828	16,608
S2	16,522	16,522	16,791
S3	16,117	16,288	16,754
S4	15,712	15,883	16,642

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,513	18,297	17,246
R3	17,938	17,722	17,088
R2	17,363	17,363	17,036
R1	17,147	17,147	16,983	17,255
PP	16,788	16,788	16,788	16,843
S1	16,572	16,572	16,877	16,680
S2	16,213	16,213	16,825
S3	15,638	15,997	16,772
S4	15,063	15,422	16,614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,270	16,740	530	3.1%	285	1.7%	24%	False	False	13,553
10	17,270	16,430	840	5.0%	303	1.8%	52%	False	False	13,342
20	17,270	15,865	1,405	8.3%	343	2.0%	71%	False	False	13,091
40	17,825	15,375	2,450	14.5%	409	2.4%	61%	False	False	16,120
60	17,825	15,375	2,450	14.5%	398	2.4%	61%	False	False	15,343
80	17,825	14,820	3,005	17.8%	393	2.3%	68%	False	False	11,905
100	17,870	14,820	3,050	18.1%	384	2.3%	67%	False	False	9,526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	18,881
2.618	18,220
1.618	17,815
1.000	17,565
0.618	17,410
HIGH	17,160
0.618	17,005
0.500	16,958
0.382	16,910
LOW	16,755
0.618	16,505
1.000	16,350
1.618	16,100
2.618	15,695
4.250	15,034

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	16,958	17,013
PP	16,927	16,963
S1	16,896	16,914

Download as Excel Spreadsheet

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

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