NIKKEI 225 Index Future (Globex) June 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	20,610	20,405	-205	-1.0%	20,390
High	20,625	20,615	-10	0.0%	20,685
Low	20,405	20,400	-5	0.0%	20,340
Close	20,430	20,590	160	0.8%	20,465
Range	220	215	-5	-2.3%	345
ATR	261	258	-3	-1.3%	0
Volume	16,811	13,563	-3,248	-19.3%	55,155

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,180	21,100	20,708
R3	20,965	20,885	20,649
R2	20,750	20,750	20,630
R1	20,670	20,670	20,610	20,710
PP	20,535	20,535	20,535	20,555
S1	20,455	20,455	20,570	20,495
S2	20,320	20,320	20,551
S3	20,105	20,240	20,531
S4	19,890	20,025	20,472

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	21,532	21,343	20,655
R3	21,187	20,998	20,560
R2	20,842	20,842	20,528
R1	20,653	20,653	20,497	20,748
PP	20,497	20,497	20,497	20,544
S1	20,308	20,308	20,434	20,403
S2	20,152	20,152	20,402
S3	19,807	19,963	20,370
S4	19,462	19,618	20,275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,675	20,385	290	1.4%	228	1.1%	71%	False	False	13,272
10	20,685	20,130	555	2.7%	233	1.1%	83%	False	False	12,375
20	20,685	19,055	1,630	7.9%	258	1.3%	94%	False	False	12,198
40	20,685	19,055	1,630	7.9%	261	1.3%	94%	False	False	11,903
60	20,685	18,450	2,235	10.9%	283	1.4%	96%	False	False	12,827
80	20,685	17,590	3,095	15.0%	257	1.2%	97%	False	False	10,254
100	20,685	16,665	4,020	19.5%	243	1.2%	98%	False	False	8,205

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	49
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	21,529
2.618	21,178
1.618	20,963
1.000	20,830
0.618	20,748
HIGH	20,615
0.618	20,533
0.500	20,508
0.382	20,482
LOW	20,400
0.618	20,267
1.000	20,185
1.618	20,052
2.618	19,837
4.250	19,486

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	20,563	20,568
PP	20,535	20,545
S1	20,508	20,523

Download as Excel Spreadsheet

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

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