NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	16,080	16,670	590	3.7%	15,715
High	16,615	16,720	105	0.6%	16,720
Low	16,080	14,990	-1,090	-6.8%	14,990
Close	16,590	15,245	-1,345	-8.1%	15,245
Range	535	1,730	1,195	223.4%	1,730
ATR	378	474	97	25.6%	0
Volume	15,981	56,147	40,166	251.3%	113,265

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,842	19,773	16,197
R3	19,112	18,043	15,721
R2	17,382	17,382	15,562
R1	16,313	16,313	15,404	15,983
PP	15,652	15,652	15,652	15,486
S1	14,583	14,583	15,087	14,253
S2	13,922	13,922	14,928
S3	12,192	12,853	14,769
S4	10,462	11,123	14,294

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	20,842	19,773	16,197
R3	19,112	18,043	15,721
R2	17,382	17,382	15,562
R1	16,313	16,313	15,404	15,983
PP	15,652	15,652	15,652	15,486
S1	14,583	14,583	15,087	14,253
S2	13,922	13,922	14,928
S3	12,192	12,853	14,769
S4	10,462	11,123	14,294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,720	14,990	1,730	11.3%	686	4.5%	15%	True	True	22,653
10	16,720	14,990	1,730	11.3%	550	3.6%	15%	True	True	20,049
20	17,300	14,990	2,310	15.2%	447	2.9%	11%	False	True	13,658
40	17,300	14,990	2,310	15.2%	335	2.2%	11%	False	True	6,847
60	17,830	14,990	2,840	18.6%	286	1.9%	9%	False	True	4,565
80	17,830	14,990	2,840	18.6%	220	1.4%	9%	False	True	3,424
100	17,830	14,990	2,840	18.6%	176	1.2%	9%	False	True	2,739
120	18,315	14,990	3,325	21.8%	147	1.0%	8%	False	True	2,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	65
Widest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	24,073
2.618	21,249
1.618	19,519
1.000	18,450
0.618	17,789
HIGH	16,720
0.618	16,059
0.500	15,855
0.382	15,651
LOW	14,990
0.618	13,921
1.000	13,260
1.618	12,191
2.618	10,461
4.250	7,638

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	15,855	15,855
PP	15,652	15,652
S1	15,448	15,448

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

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