NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	16,685	16,350	-335	-2.0%	16,370
High	16,740	16,355	-385	-2.3%	16,895
Low	16,270	15,965	-305	-1.9%	16,270
Close	16,380	16,000	-380	-2.3%	16,380
Range	470	390	-80	-17.0%	625
ATR	319	326	7	2.1%	0
Volume	13,602	16,673	3,071	22.6%	68,958

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,277	17,028	16,215
R3	16,887	16,638	16,107
R2	16,497	16,497	16,072
R1	16,248	16,248	16,036	16,178
PP	16,107	16,107	16,107	16,071
S1	15,858	15,858	15,964	15,788
S2	15,717	15,717	15,929
S3	15,327	15,468	15,893
S4	14,937	15,078	15,786

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	15,965	930	5.8%	347	2.2%	4%	False	True	13,023
10	17,300	15,965	1,335	8.3%	368	2.3%	3%	False	True	8,914
20	17,300	15,965	1,335	8.3%	291	1.8%	3%	False	True	4,499
40	17,830	15,900	1,930	12.1%	280	1.7%	5%	False	False	2,253
60	17,830	15,505	2,325	14.5%	207	1.3%	21%	False	False	1,502
80	17,830	15,505	2,325	14.5%	156	1.0%	21%	False	False	1,126
100	17,830	15,145	2,685	16.8%	125	0.8%	32%	False	False	901
120	19,030	15,145	3,885	24.3%	104	0.7%	22%	False	False	751

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,013
2.618	17,376
1.618	16,986
1.000	16,745
0.618	16,596
HIGH	16,355
0.618	16,206
0.500	16,160
0.382	16,114
LOW	15,965
0.618	15,724
1.000	15,575
1.618	15,334
2.618	14,944
4.250	14,308

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	16,160	16,405
PP	16,107	16,270
S1	16,053	16,135

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

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