NIKKEI 225 Index Future (Globex) June 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	17,095	16,840	-255	-1.5%	16,765
High	17,160	16,875	-285	-1.7%	17,005
Low	16,755	16,450	-305	-1.8%	16,430
Close	16,865	16,615	-250	-1.5%	16,930
Range	405	425	20	4.9%	575
ATR	362	366	5	1.2%	0
Volume	16,654	17,984	1,330	8.0%	53,947

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,922	17,693	16,849
R3	17,497	17,268	16,732
R2	17,072	17,072	16,693
R1	16,843	16,843	16,654	16,745
PP	16,647	16,647	16,647	16,598
S1	16,418	16,418	16,576	16,320
S2	16,222	16,222	16,537
S3	15,797	15,993	16,498
S4	15,372	15,568	16,381

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	16,450	820	4.9%	317	1.9%	20%	False	True	14,526
10	17,270	16,430	840	5.1%	316	1.9%	22%	False	False	13,330
20	17,270	15,885	1,385	8.3%	351	2.1%	53%	False	False	13,631
40	17,825	15,375	2,450	14.7%	413	2.5%	51%	False	False	16,205
60	17,825	15,375	2,450	14.7%	399	2.4%	51%	False	False	15,460
80	17,825	14,820	3,005	18.1%	397	2.4%	60%	False	False	12,129
100	17,870	14,820	3,050	18.4%	384	2.3%	59%	False	False	9,706

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	44
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	18,681
2.618	17,988
1.618	17,563
1.000	17,300
0.618	17,138
HIGH	16,875
0.618	16,713
0.500	16,663
0.382	16,612
LOW	16,450
0.618	16,187
1.000	16,025
1.618	15,762
2.618	15,337
4.250	14,644

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	16,663	16,860
PP	16,647	16,778
S1	16,631	16,697

Download as Excel Spreadsheet

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

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