NIKKEI 225 Index Future (Globex) June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	19,950	20,125	175	0.9%	19,705
High	20,250	20,225	-25	-0.1%	20,250
Low	19,925	20,090	165	0.8%	19,570
Close	20,160	20,150	-10	0.0%	20,160
Range	325	135	-190	-58.5%	680
ATR	218	212	-6	-2.7%	0
Volume	18,838	24,029	5,191	27.6%	52,254

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	20,560	20,490	20,224
R3	20,425	20,355	20,187
R2	20,290	20,290	20,175
R1	20,220	20,220	20,163	20,255
PP	20,155	20,155	20,155	20,173
S1	20,085	20,085	20,138	20,120
S2	20,020	20,020	20,125
S3	19,885	19,950	20,113
S4	19,750	19,815	20,076

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	22,033	21,777	20,534
R3	21,353	21,097	20,347
R2	20,673	20,673	20,285
R1	20,417	20,417	20,222	20,545
PP	19,993	19,993	19,993	20,058
S1	19,737	19,737	20,098	19,865
S2	19,313	19,313	20,035
S3	18,633	19,057	19,973
S4	17,953	18,377	19,786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,250	19,570	680	3.4%	209	1.0%	85%	False	False	15,256
10	20,250	19,570	680	3.4%	183	0.9%	85%	False	False	12,179
20	20,250	19,295	955	4.7%	207	1.0%	90%	False	False	12,427
40	20,250	18,255	1,995	9.9%	211	1.0%	95%	False	False	11,581
60	20,250	18,255	1,995	9.9%	219	1.1%	95%	False	False	11,771
80	20,250	18,255	1,995	9.9%	222	1.1%	95%	False	False	9,601
100	20,250	18,255	1,995	9.9%	226	1.1%	95%	False	False	7,683
120	20,250	18,255	1,995	9.9%	209	1.0%	95%	False	False	6,403

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	20,799
2.618	20,579
1.618	20,444
1.000	20,360
0.618	20,309
HIGH	20,225
0.618	20,174
0.500	20,158
0.382	20,142
LOW	20,090
0.618	20,007
1.000	19,955
1.618	19,872
2.618	19,737
4.250	19,516

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	20,158	20,086
PP	20,155	20,022
S1	20,153	19,958

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

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