NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	15,840	15,955	115	0.7%	16,370
High	16,075	15,990	-85	-0.5%	16,895
Low	15,785	15,320	-465	-2.9%	16,270
Close	15,965	15,665	-300	-1.9%	16,380
Range	290	670	380	131.0%	625
ATR	328	352	24	7.5%	0
Volume	14,245	23,559	9,314	65.4%	68,958

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	17,668	17,337	16,034
R3	16,998	16,667	15,849
R2	16,328	16,328	15,788
R1	15,997	15,997	15,727	15,828
PP	15,658	15,658	15,658	15,574
S1	15,327	15,327	15,604	15,158
S2	14,988	14,988	15,542
S3	14,318	14,657	15,481
S4	13,648	13,987	15,297

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	16,740	15,320	1,420	9.1%	442	2.8%	24%	False	True	16,982
10	16,895	15,320	1,575	10.1%	391	2.5%	22%	False	True	14,186
20	17,300	15,320	1,980	12.6%	332	2.1%	17%	False	True	7,227
40	17,830	15,320	2,510	16.0%	290	1.9%	14%	False	True	3,618
60	17,830	15,320	2,510	16.0%	228	1.5%	14%	False	True	2,412
80	17,830	15,320	2,510	16.0%	173	1.1%	14%	False	True	1,809
100	17,830	15,145	2,685	17.1%	139	0.9%	19%	False	False	1,447
120	19,030	15,145	3,885	24.8%	116	0.7%	13%	False	False	1,206

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	61
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	18,838
2.618	17,744
1.618	17,074
1.000	16,660
0.618	16,404
HIGH	15,990
0.618	15,734
0.500	15,655
0.382	15,576
LOW	15,320
0.618	14,906
1.000	14,650
1.618	14,236
2.618	13,566
4.250	12,473

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	15,662	15,720
PP	15,658	15,702
S1	15,655	15,683

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

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