NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	16,835	16,685	-150	-0.9%	16,370
High	16,845	16,740	-105	-0.6%	16,895
Low	16,545	16,270	-275	-1.7%	16,270
Close	16,685	16,380	-305	-1.8%	16,380
Range	300	470	170	56.7%	625
ATR	308	319	12	3.8%	0
Volume	11,105	13,602	2,497	22.5%	68,958

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,873	17,597	16,639
R3	17,403	17,127	16,509
R2	16,933	16,933	16,466
R1	16,657	16,657	16,423	16,560
PP	16,463	16,463	16,463	16,415
S1	16,187	16,187	16,337	16,090
S2	15,993	15,993	16,294
S3	15,523	15,717	16,251
S4	15,053	15,247	16,122

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,390	18,010	16,724
R3	17,765	17,385	16,552
R2	17,140	17,140	16,495
R1	16,760	16,760	16,437	16,950
PP	16,515	16,515	16,515	16,610
S1	16,135	16,135	16,323	16,325
S2	15,890	15,890	16,266
S3	15,265	15,510	16,208
S4	14,640	14,885	16,036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,895	16,270	625	3.8%	344	2.1%	18%	False	True	13,791
10	17,300	16,270	1,030	6.3%	344	2.1%	11%	False	True	7,267
20	17,300	16,270	1,030	6.3%	294	1.8%	11%	False	True	3,667
40	17,830	15,900	1,930	11.8%	271	1.7%	25%	False	False	1,836
60	17,830	15,505	2,325	14.2%	202	1.2%	38%	False	False	1,224
80	17,830	15,505	2,325	14.2%	151	0.9%	38%	False	False	918
100	17,830	15,145	2,685	16.4%	121	0.7%	46%	False	False	734
120	19,030	15,145	3,885	23.7%	101	0.6%	32%	False	False	612

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	64
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	18,738
2.618	17,971
1.618	17,501
1.000	17,210
0.618	17,031
HIGH	16,740
0.618	16,561
0.500	16,505
0.382	16,450
LOW	16,270
0.618	15,980
1.000	15,800
1.618	15,510
2.618	15,040
4.250	14,273

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	16,505	16,583
PP	16,463	16,515
S1	16,422	16,448

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

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