NIKKEI 225 Index Future (Globex) June 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	16,345	16,660	315	1.9%	16,940
High	16,690	16,845	155	0.9%	17,270
Low	16,305	16,535	230	1.4%	16,265
Close	16,660	16,710	50	0.3%	16,335
Range	385	310	-75	-19.5%	1,005
ATR	373	369	-5	-1.2%	0
Volume	30,932	18,135	-12,797	-41.4%	72,153

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,627	17,478	16,881
R3	17,317	17,168	16,795
R2	17,007	17,007	16,767
R1	16,858	16,858	16,739	16,933
PP	16,697	16,697	16,697	16,734
S1	16,548	16,548	16,682	16,623
S2	16,387	16,387	16,653
S3	16,077	16,238	16,625
S4	15,767	15,928	16,540

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	17,160	16,265	895	5.4%	395	2.4%	50%	False	False	20,239
10	17,270	16,265	1,005	6.0%	333	2.0%	44%	False	False	16,436
20	17,270	16,220	1,050	6.3%	360	2.2%	47%	False	False	15,054
40	17,825	15,705	2,120	12.7%	403	2.4%	47%	False	False	16,201
60	17,825	15,375	2,450	14.7%	390	2.3%	54%	False	False	15,741
80	17,825	14,820	3,005	18.0%	396	2.4%	63%	False	False	12,956
100	17,870	14,820	3,050	18.3%	395	2.4%	62%	False	False	10,372
120	19,595	14,820	4,775	28.6%	347	2.1%	40%	False	False	8,643

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	50
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	18,163
2.618	17,657
1.618	17,347
1.000	17,155
0.618	17,037
HIGH	16,845
0.618	16,727
0.500	16,690
0.382	16,654
LOW	16,535
0.618	16,344
1.000	16,225
1.618	16,034
2.618	15,724
4.250	15,218

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	16,703	16,658
PP	16,697	16,607
S1	16,690	16,555

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

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