NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	15,990	15,840	-150	-0.9%	16,370
High	16,120	16,075	-45	-0.3%	16,895
Low	15,730	15,785	55	0.3%	16,270
Close	15,870	15,965	95	0.6%	16,380
Range	390	290	-100	-25.6%	625
ATR	331	328	-3	-0.9%	0
Volume	16,832	14,245	-2,587	-15.4%	68,958

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,812	16,678	16,125
R3	16,522	16,388	16,045
R2	16,232	16,232	16,018
R1	16,098	16,098	15,992	16,165
PP	15,942	15,942	15,942	15,975
S1	15,808	15,808	15,939	15,875
S2	15,652	15,652	15,912
S3	15,362	15,518	15,885
S4	15,072	15,228	15,806

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	16,845	15,730	1,115	7.0%	368	2.3%	21%	False	False	14,491
10	16,910	15,730	1,180	7.4%	365	2.3%	20%	False	False	11,913
20	17,300	15,730	1,570	9.8%	304	1.9%	15%	False	False	6,049
40	17,830	15,730	2,100	13.2%	281	1.8%	11%	False	False	3,029
60	17,830	15,505	2,325	14.6%	218	1.4%	20%	False	False	2,020
80	17,830	15,505	2,325	14.6%	165	1.0%	20%	False	False	1,515
100	17,830	15,145	2,685	16.8%	132	0.8%	31%	False	False	1,212
120	19,030	15,145	3,885	24.3%	110	0.7%	21%	False	False	1,010

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	58
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,308
2.618	16,834
1.618	16,544
1.000	16,365
0.618	16,254
HIGH	16,075
0.618	15,964
0.500	15,930
0.382	15,896
LOW	15,785
0.618	15,606
1.000	15,495
1.618	15,316
2.618	15,026
4.250	14,553

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	15,953	16,043
PP	15,942	16,017
S1	15,930	15,991

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

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