NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	15,995	16,180	185	1.2%	16,350
High	16,340	16,230	-110	-0.7%	16,355
Low	15,810	16,020	210	1.3%	15,320
Close	16,205	16,025	-180	-1.1%	15,640
Range	530	210	-320	-60.4%	1,035
ATR	373	361	-12	-3.1%	0
Volume	14,675	13,302	-1,373	-9.4%	87,232

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,722	16,583	16,141
R3	16,512	16,373	16,083
R2	16,302	16,302	16,064
R1	16,163	16,163	16,044	16,128
PP	16,092	16,092	16,092	16,074
S1	15,953	15,953	16,006	15,918
S2	15,882	15,882	15,987
S3	15,672	15,743	15,967
S4	15,462	15,533	15,910

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,877	18,293	16,209
R3	17,842	17,258	15,925
R2	16,807	16,807	15,830
R1	16,223	16,223	15,735	15,998
PP	15,772	15,772	15,772	15,659
S1	15,188	15,188	15,545	14,963
S2	14,737	14,737	15,450
S3	13,702	14,153	15,356
S4	12,667	13,118	15,071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,340	15,320	1,020	6.4%	432	2.7%	69%	False	False	16,123
10	16,845	15,320	1,525	9.5%	400	2.5%	46%	False	False	15,307
20	17,300	15,320	1,980	12.4%	355	2.2%	36%	False	False	10,065
40	17,595	15,320	2,275	14.2%	314	2.0%	31%	False	False	5,045
60	17,830	15,320	2,510	15.7%	249	1.6%	28%	False	False	3,363
80	17,830	15,320	2,510	15.7%	192	1.2%	28%	False	False	2,523
100	17,830	15,145	2,685	16.8%	153	1.0%	33%	False	False	2,018
120	18,685	15,145	3,540	22.1%	128	0.8%	25%	False	False	1,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	67
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	17,123
2.618	16,780
1.618	16,570
1.000	16,440
0.618	16,360
HIGH	16,230
0.618	16,150
0.500	16,125
0.382	16,100
LOW	16,020
0.618	15,890
1.000	15,810
1.618	15,680
2.618	15,470
4.250	15,128

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	16,125	16,028
PP	16,092	16,027
S1	16,058	16,026

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

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