Trading Metrics calculated at close of trading on 27-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1.09942 |
1.09854 |
-0.00088 |
-0.1% |
1.10513 |
High |
1.10294 |
1.10642 |
0.00348 |
0.3% |
1.10832 |
Low |
1.09786 |
1.09648 |
-0.00138 |
-0.1% |
1.09553 |
Close |
1.09851 |
1.10575 |
0.00724 |
0.7% |
1.09758 |
Range |
0.00508 |
0.00994 |
0.00486 |
95.7% |
0.01279 |
ATR |
0.00852 |
0.00862 |
0.00010 |
1.2% |
0.00000 |
Volume |
126,158 |
148,092 |
21,934 |
17.4% |
694,016 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13270 |
1.12917 |
1.11122 |
|
R3 |
1.12276 |
1.11923 |
1.10848 |
|
R2 |
1.11282 |
1.11282 |
1.10757 |
|
R1 |
1.10929 |
1.10929 |
1.10666 |
1.11106 |
PP |
1.10288 |
1.10288 |
1.10288 |
1.10377 |
S1 |
1.09935 |
1.09935 |
1.10484 |
1.10112 |
S2 |
1.09294 |
1.09294 |
1.10393 |
|
S3 |
1.08300 |
1.08941 |
1.10302 |
|
S4 |
1.07306 |
1.07947 |
1.10028 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13885 |
1.13100 |
1.10461 |
|
R3 |
1.12606 |
1.11821 |
1.10110 |
|
R2 |
1.11327 |
1.11327 |
1.09992 |
|
R1 |
1.10542 |
1.10542 |
1.09875 |
1.10295 |
PP |
1.10048 |
1.10048 |
1.10048 |
1.09924 |
S1 |
1.09263 |
1.09263 |
1.09641 |
1.09016 |
S2 |
1.08769 |
1.08769 |
1.09524 |
|
S3 |
1.07490 |
1.07984 |
1.09406 |
|
S4 |
1.06211 |
1.06705 |
1.09055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.10642 |
1.09518 |
0.01124 |
1.0% |
0.00720 |
0.7% |
94% |
True |
False |
138,872 |
10 |
1.11645 |
1.09518 |
0.02127 |
1.9% |
0.00736 |
0.7% |
50% |
False |
False |
140,037 |
20 |
1.11856 |
1.09518 |
0.02338 |
2.1% |
0.00796 |
0.7% |
45% |
False |
False |
162,954 |
40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.01001 |
0.9% |
28% |
False |
False |
186,766 |
60 |
1.14934 |
1.09117 |
0.05817 |
5.3% |
0.00889 |
0.8% |
25% |
False |
False |
176,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14867 |
2.618 |
1.13244 |
1.618 |
1.12250 |
1.000 |
1.11636 |
0.618 |
1.11256 |
HIGH |
1.10642 |
0.618 |
1.10262 |
0.500 |
1.10145 |
0.382 |
1.10028 |
LOW |
1.09648 |
0.618 |
1.09034 |
1.000 |
1.08654 |
1.618 |
1.08040 |
2.618 |
1.07046 |
4.250 |
1.05424 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1.10432 |
1.10410 |
PP |
1.10288 |
1.10245 |
S1 |
1.10145 |
1.10080 |
|