NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	15,610	15,870	260	1.7%	15,715
High	15,885	15,880	-5	0.0%	16,720
Low	15,435	15,530	95	0.6%	14,990
Close	15,810	15,820	10	0.1%	15,245
Range	450	350	-100	-22.2%	1,730
ATR	475	466	-9	-1.9%	0
Volume	15,291	20,405	5,114	33.4%	113,265

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,793	16,657	16,013
R3	16,443	16,307	15,916
R2	16,093	16,093	15,884
R1	15,957	15,957	15,852	15,850
PP	15,743	15,743	15,743	15,690
S1	15,607	15,607	15,788	15,500
S2	15,393	15,393	15,756
S3	15,043	15,257	15,724
S4	14,693	14,907	15,628

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	10.9%	702	4.4%	48%	False	False	27,757
10	16,720	14,990	1,730	10.9%	554	3.5%	48%	False	False	21,182
20	16,895	14,990	1,905	12.0%	472	3.0%	44%	False	False	17,684
40	17,300	14,990	2,310	14.6%	369	2.3%	36%	False	False	8,913
60	17,830	14,990	2,840	18.0%	313	2.0%	29%	False	False	5,943
80	17,830	14,990	2,840	18.0%	242	1.5%	29%	False	False	4,457
100	17,830	14,990	2,840	18.0%	194	1.2%	29%	False	False	3,566
120	17,830	14,990	2,840	18.0%	162	1.0%	29%	False	False	2,971

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	90
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	17,368
2.618	16,796
1.618	16,446
1.000	16,230
0.618	16,096
HIGH	15,880
0.618	15,746
0.500	15,705
0.382	15,664
LOW	15,530
0.618	15,314
1.000	15,180
1.618	14,964
2.618	14,614
4.250	14,043

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	15,782	15,704
PP	15,743	15,588
S1	15,705	15,473

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

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