NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	16,675	16,370	-305	-1.8%	17,100
High	16,760	16,730	-30	-0.2%	17,300
Low	16,315	16,355	40	0.2%	16,315
Close	16,375	16,705	330	2.0%	16,375
Range	445	375	-70	-15.7%	985
ATR	306	311	5	1.6%	0
Volume	1,601	20,513	18,912	1,181.3%	3,514

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,722	17,588	16,911
R3	17,347	17,213	16,808
R2	16,972	16,972	16,774
R1	16,838	16,838	16,740	16,905
PP	16,597	16,597	16,597	16,630
S1	16,463	16,463	16,671	16,530
S2	16,222	16,222	16,636
S3	15,847	16,088	16,602
S4	15,472	15,713	16,499

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	5.9%	388	2.3%	40%	False	False	4,805
10	17,300	16,315	985	5.9%	306	1.8%	40%	False	False	2,461
20	17,300	16,215	1,085	6.5%	280	1.7%	45%	False	False	1,246
40	17,830	15,640	2,190	13.1%	247	1.5%	49%	False	False	625
60	17,830	15,505	2,325	13.9%	179	1.1%	52%	False	False	417
80	17,830	15,145	2,685	16.1%	135	0.8%	58%	False	False	312
100	17,830	15,145	2,685	16.1%	108	0.6%	58%	False	False	250
120	19,265	15,145	4,120	24.7%	90	0.5%	38%	False	False	208

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,324
2.618	17,712
1.618	17,337
1.000	17,105
0.618	16,962
HIGH	16,730
0.618	16,587
0.500	16,543
0.382	16,498
LOW	16,355
0.618	16,123
1.000	15,980
1.618	15,748
2.618	15,373
4.250	14,761

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	16,651	16,674
PP	16,597	16,643
S1	16,543	16,613

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

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