NIKKEI 225 Index Future (Globex) September 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	16,370	16,705	335	2.0%	17,100
High	16,730	16,885	155	0.9%	17,300
Low	16,355	16,580	225	1.4%	16,315
Close	16,705	16,750	45	0.3%	16,375
Range	375	305	-70	-18.7%	985
ATR	311	311	0	-0.1%	0
Volume	20,513	10,195	-10,318	-50.3%	3,514

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,653	17,507	16,918
R3	17,348	17,202	16,834
R2	17,043	17,043	16,806
R1	16,897	16,897	16,778	16,970
PP	16,738	16,738	16,738	16,775
S1	16,592	16,592	16,722	16,665
S2	16,433	16,433	16,694
S3	16,128	16,287	16,666
S4	15,823	15,982	16,582

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	17,185	16,315	870	5.2%	386	2.3%	50%	False	False	6,755
10	17,300	16,315	985	5.9%	314	1.9%	44%	False	False	3,477
20	17,300	16,315	985	5.9%	289	1.7%	44%	False	False	1,756
40	17,830	15,900	1,930	11.5%	251	1.5%	44%	False	False	880
60	17,830	15,505	2,325	13.9%	185	1.1%	54%	False	False	587
80	17,830	15,370	2,460	14.7%	138	0.8%	56%	False	False	440
100	17,830	15,145	2,685	16.0%	111	0.7%	60%	False	False	352
120	19,265	15,145	4,120	24.6%	92	0.6%	39%	False	False	293

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	63
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	18,181
2.618	17,684
1.618	17,379
1.000	17,190
0.618	17,074
HIGH	16,885
0.618	16,769
0.500	16,733
0.382	16,697
LOW	16,580
0.618	16,392
1.000	16,275
1.618	16,087
2.618	15,782
4.250	15,284

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	16,744	16,700
PP	16,738	16,650
S1	16,733	16,600

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

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