NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	16,720	16,835	115	0.7%	17,100
High	16,895	16,845	-50	-0.3%	17,300
Low	16,625	16,545	-80	-0.5%	16,315
Close	16,855	16,685	-170	-1.0%	16,375
Range	270	300	30	11.1%	985
ATR	308	308	0	0.1%	0
Volume	13,543	11,105	-2,438	-18.0%	3,514

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,592	17,438	16,850
R3	17,292	17,138	16,768
R2	16,992	16,992	16,740
R1	16,838	16,838	16,713	16,765
PP	16,692	16,692	16,692	16,655
S1	16,538	16,538	16,658	16,465
S2	16,392	16,392	16,630
S3	16,092	16,238	16,603
S4	15,792	15,938	16,520

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	16,895	16,315	580	3.5%	339	2.0%	64%	False	False	11,391
10	17,300	16,315	985	5.9%	316	1.9%	38%	False	False	5,918
20	17,300	16,315	985	5.9%	284	1.7%	38%	False	False	2,987
40	17,830	15,900	1,930	11.6%	260	1.6%	41%	False	False	1,496
60	17,830	15,505	2,325	13.9%	194	1.2%	51%	False	False	997
80	17,830	15,505	2,325	13.9%	146	0.9%	51%	False	False	748
100	17,830	15,145	2,685	16.1%	116	0.7%	57%	False	False	598
120	19,180	15,145	4,035	24.2%	97	0.6%	38%	False	False	498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	59
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,120
2.618	17,631
1.618	17,331
1.000	17,145
0.618	17,031
HIGH	16,845
0.618	16,731
0.500	16,695
0.382	16,660
LOW	16,545
0.618	16,360
1.000	16,245
1.618	16,060
2.618	15,760
4.250	15,270

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	16,695	16,720
PP	16,692	16,708
S1	16,688	16,697

Download as Excel Spreadsheet

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

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