NIKKEI 225 Index Future (Globex) September 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	17,100	17,110	10	0.1%	16,725
High	17,300	17,185	-115	-0.7%	17,045
Low	16,985	16,795	-190	-1.1%	16,505
Close	17,125	16,910	-215	-1.3%	16,970
Range	315	390	75	23.8%	540
ATR	278	286	8	2.9%	0
Volume	445	638	193	43.4%	589

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,133	17,912	17,125
R3	17,743	17,522	17,017
R2	17,353	17,353	16,982
R1	17,132	17,132	16,946	17,048
PP	16,963	16,963	16,963	16,921
S1	16,742	16,742	16,874	16,658
S2	16,573	16,573	16,839
S3	16,183	16,352	16,803
S4	15,793	15,962	16,696

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,460	18,255	17,267
R3	17,920	17,715	17,119
R2	17,380	17,380	17,069
R1	17,175	17,175	17,020	17,278
PP	16,840	16,840	16,840	16,891
S1	16,635	16,635	16,921	16,738
S2	16,300	16,300	16,871
S3	15,760	16,095	16,822
S4	15,220	15,555	16,673

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,300	16,795	505	3.0%	258	1.5%	23%	False	True	310
10	17,300	16,505	795	4.7%	242	1.4%	51%	False	False	185
20	17,300	15,900	1,400	8.3%	245	1.4%	72%	False	False	99
40	17,830	15,505	2,325	13.7%	223	1.3%	60%	False	False	51
60	17,830	15,505	2,325	13.7%	159	0.9%	60%	False	False	34
80	17,830	15,145	2,685	15.9%	119	0.7%	66%	False	False	26
100	17,830	15,145	2,685	15.9%	95	0.6%	66%	False	False	20
120	19,265	15,145	4,120	24.4%	80	0.5%	43%	False	False	17

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	42
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	18,843
2.618	18,206
1.618	17,816
1.000	17,575
0.618	17,426
HIGH	17,185
0.618	17,036
0.500	16,990
0.382	16,944
LOW	16,795
0.618	16,554
1.000	16,405
1.618	16,164
2.618	15,774
4.250	15,138

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	16,990	17,048
PP	16,963	17,002
S1	16,937	16,956

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

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