NIKKEI 225 Index Future (Globex) September 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	16,910	16,675	-235	-1.4%	17,100
High	16,910	16,760	-150	-0.9%	17,300
Low	16,495	16,315	-180	-1.1%	16,315
Close	16,660	16,375	-285	-1.7%	16,375
Range	415	445	30	7.2%	985
ATR	295	306	11	3.6%	0
Volume	830	1,601	771	92.9%	3,514

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,818	17,542	16,620
R3	17,373	17,097	16,498
R2	16,928	16,928	16,457
R1	16,652	16,652	16,416	16,568
PP	16,483	16,483	16,483	16,441
S1	16,207	16,207	16,334	16,123
S2	16,038	16,038	16,294
S3	15,593	15,762	16,253
S4	15,148	15,317	16,130

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	19,618	18,982	16,917
R3	18,633	17,997	16,646
R2	17,648	17,648	16,556
R1	17,012	17,012	16,465	16,838
PP	16,663	16,663	16,663	16,576
S1	16,027	16,027	16,285	15,853
S2	15,678	15,678	16,195
S3	14,693	15,042	16,104
S4	13,708	14,057	15,833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,300	16,315	985	6.0%	343	2.1%	6%	False	True	743
10	17,300	16,315	985	6.0%	291	1.8%	6%	False	True	417
20	17,300	15,900	1,400	8.5%	284	1.7%	34%	False	False	220
40	17,830	15,640	2,190	13.4%	240	1.5%	34%	False	False	112
60	17,830	15,505	2,325	14.2%	173	1.1%	37%	False	False	75
80	17,830	15,145	2,685	16.4%	130	0.8%	46%	False	False	56
100	17,830	15,145	2,685	16.4%	104	0.6%	46%	False	False	45
120	19,265	15,145	4,120	25.2%	87	0.5%	30%	False	False	37

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	50
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	18,651
2.618	17,925
1.618	17,480
1.000	17,205
0.618	17,035
HIGH	16,760
0.618	16,590
0.500	16,538
0.382	16,485
LOW	16,315
0.618	16,040
1.000	15,870
1.618	15,595
2.618	15,150
4.250	14,424

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	16,538	16,750
PP	16,483	16,625
S1	16,429	16,500

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

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