NIKKEI 225 Index Future (Globex) June 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	16,840	16,635	-205	-1.2%	16,940
High	16,875	16,715	-160	-0.9%	17,270
Low	16,450	16,265	-185	-1.1%	16,265
Close	16,615	16,335	-280	-1.7%	16,335
Range	425	450	25	5.9%	1,005
ATR	366	372	6	1.6%	0
Volume	17,984	17,492	-492	-2.7%	72,153

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,788	17,512	16,583
R3	17,338	17,062	16,459
R2	16,888	16,888	16,418
R1	16,612	16,612	16,376	16,525
PP	16,438	16,438	16,438	16,395
S1	16,162	16,162	16,294	16,075
S2	15,988	15,988	16,253
S3	15,538	15,712	16,211
S4	15,088	15,262	16,088

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,638	18,992	16,888
R3	18,633	17,987	16,612
R2	17,628	17,628	16,519
R1	16,982	16,982	16,427	16,803
PP	16,623	16,623	16,623	16,534
S1	15,977	15,977	16,243	15,798
S2	15,618	15,618	16,151
S3	14,613	14,972	16,059
S4	13,608	13,967	15,782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,270	16,265	1,005	6.2%	361	2.2%	7%	False	True	15,976
10	17,270	16,265	1,005	6.2%	324	2.0%	7%	False	True	13,726
20	17,270	15,885	1,385	8.5%	362	2.2%	32%	False	False	14,151
40	17,825	15,465	2,360	14.4%	411	2.5%	37%	False	False	16,069
60	17,825	15,375	2,450	15.0%	401	2.5%	39%	False	False	15,541
80	17,825	14,820	3,005	18.4%	399	2.4%	50%	False	False	12,348
100	17,870	14,820	3,050	18.7%	389	2.4%	50%	False	False	9,881

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	40
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	18,628
2.618	17,893
1.618	17,443
1.000	17,165
0.618	16,993
HIGH	16,715
0.618	16,543
0.500	16,490
0.382	16,437
LOW	16,265
0.618	15,987
1.000	15,815
1.618	15,537
2.618	15,087
4.250	14,353

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	16,490	16,713
PP	16,438	16,587
S1	16,387	16,461

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

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