NIKKEI 225 Index Future (Globex) September 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	15,870	15,790	-80	-0.5%	15,190
High	15,880	15,815	-65	-0.4%	15,885
Low	15,530	15,610	80	0.5%	15,060
Close	15,820	15,630	-190	-1.2%	15,630
Range	350	205	-145	-41.4%	825
ATR	466	448	-18	-3.9%	0
Volume	20,405	12,260	-8,145	-39.9%	94,900

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	16,300	16,170	15,743
R3	16,095	15,965	15,687
R2	15,890	15,890	15,668
R1	15,760	15,760	15,649	15,723
PP	15,685	15,685	15,685	15,666
S1	15,555	15,555	15,611	15,518
S2	15,480	15,480	15,593
S3	15,275	15,350	15,574
S4	15,070	15,145	15,517

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	18,000	17,640	16,084
R3	17,175	16,815	15,857
R2	16,350	16,350	15,781
R1	15,990	15,990	15,706	16,170
PP	15,525	15,525	15,525	15,615
S1	15,165	15,165	15,555	15,345
S2	14,700	14,700	15,479
S3	13,875	14,340	15,403
S4	13,050	13,515	15,176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,885	15,060	825	5.3%	397	2.5%	69%	False	False	18,980
10	16,720	14,990	1,730	11.1%	542	3.5%	37%	False	False	20,816
20	16,895	14,990	1,905	12.2%	460	2.9%	34%	False	False	18,217
40	17,300	14,990	2,310	14.8%	372	2.4%	28%	False	False	9,219
60	17,830	14,990	2,840	18.2%	313	2.0%	23%	False	False	6,147
80	17,830	14,990	2,840	18.2%	245	1.6%	23%	False	False	4,610
100	17,830	14,990	2,840	18.2%	196	1.3%	23%	False	False	3,688
120	17,830	14,990	2,840	18.2%	163	1.0%	23%	False	False	3,073

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	78
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	16,686
2.618	16,352
1.618	16,147
1.000	16,020
0.618	15,942
HIGH	15,815
0.618	15,737
0.500	15,713
0.382	15,688
LOW	15,610
0.618	15,483
1.000	15,405
1.618	15,278
2.618	15,073
4.250	14,739

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	15,713	15,660
PP	15,685	15,650
S1	15,658	15,640

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

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