Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
1.09854 |
1.10569 |
0.00715 |
0.7% |
1.10513 |
High |
1.10642 |
1.11195 |
0.00553 |
0.5% |
1.10832 |
Low |
1.09648 |
1.10520 |
0.00872 |
0.8% |
1.09553 |
Close |
1.10575 |
1.10761 |
0.00186 |
0.2% |
1.09758 |
Range |
0.00994 |
0.00675 |
-0.00319 |
-32.1% |
0.01279 |
ATR |
0.00862 |
0.00849 |
-0.00013 |
-1.6% |
0.00000 |
Volume |
148,092 |
136,484 |
-11,608 |
-7.8% |
694,016 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12850 |
1.12481 |
1.11132 |
|
R3 |
1.12175 |
1.11806 |
1.10947 |
|
R2 |
1.11500 |
1.11500 |
1.10885 |
|
R1 |
1.11131 |
1.11131 |
1.10823 |
1.11316 |
PP |
1.10825 |
1.10825 |
1.10825 |
1.10918 |
S1 |
1.10456 |
1.10456 |
1.10699 |
1.10641 |
S2 |
1.10150 |
1.10150 |
1.10637 |
|
S3 |
1.09475 |
1.09781 |
1.10575 |
|
S4 |
1.08800 |
1.09106 |
1.10390 |
|
|
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 |
1.11195 |
1.09518 |
0.01677 |
1.5% |
0.00699 |
0.6% |
74% |
True |
False |
132,176 |
10 |
1.11487 |
1.09518 |
0.01969 |
1.8% |
0.00726 |
0.7% |
63% |
False |
False |
137,313 |
20 |
1.11856 |
1.09518 |
0.02338 |
2.1% |
0.00767 |
0.7% |
53% |
False |
False |
157,368 |
40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00999 |
0.9% |
32% |
False |
False |
186,236 |
60 |
1.14749 |
1.09117 |
0.05632 |
5.1% |
0.00882 |
0.8% |
29% |
False |
False |
176,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14064 |
2.618 |
1.12962 |
1.618 |
1.12287 |
1.000 |
1.11870 |
0.618 |
1.11612 |
HIGH |
1.11195 |
0.618 |
1.10937 |
0.500 |
1.10858 |
0.382 |
1.10778 |
LOW |
1.10520 |
0.618 |
1.10103 |
1.000 |
1.09845 |
1.618 |
1.09428 |
2.618 |
1.08753 |
4.250 |
1.07651 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
1.10858 |
1.10648 |
PP |
1.10825 |
1.10535 |
S1 |
1.10793 |
1.10422 |
|