Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1.10759 |
1.11699 |
0.00940 |
0.8% |
1.09764 |
High |
1.11971 |
1.11832 |
-0.00139 |
-0.1% |
1.11971 |
Low |
1.10722 |
1.11547 |
0.00825 |
0.7% |
1.09518 |
Close |
1.11719 |
1.11597 |
-0.00122 |
-0.1% |
1.11719 |
Range |
0.01249 |
0.00285 |
-0.00964 |
-77.2% |
0.02453 |
ATR |
0.00877 |
0.00835 |
-0.00042 |
-4.8% |
0.00000 |
Volume |
161,943 |
130,811 |
-31,132 |
-19.2% |
684,204 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12514 |
1.12340 |
1.11754 |
|
R3 |
1.12229 |
1.12055 |
1.11675 |
|
R2 |
1.11944 |
1.11944 |
1.11649 |
|
R1 |
1.11770 |
1.11770 |
1.11623 |
1.11715 |
PP |
1.11659 |
1.11659 |
1.11659 |
1.11631 |
S1 |
1.11485 |
1.11485 |
1.11571 |
1.11430 |
S2 |
1.11374 |
1.11374 |
1.11545 |
|
S3 |
1.11089 |
1.11200 |
1.11519 |
|
S4 |
1.10804 |
1.10915 |
1.11440 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.18428 |
1.17527 |
1.13068 |
|
R3 |
1.15975 |
1.15074 |
1.12394 |
|
R2 |
1.13522 |
1.13522 |
1.12169 |
|
R1 |
1.12621 |
1.12621 |
1.11944 |
1.13072 |
PP |
1.11069 |
1.11069 |
1.11069 |
1.11295 |
S1 |
1.10168 |
1.10168 |
1.11494 |
1.10619 |
S2 |
1.08616 |
1.08616 |
1.11269 |
|
S3 |
1.06163 |
1.07715 |
1.11044 |
|
S4 |
1.03710 |
1.05262 |
1.10370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.11971 |
1.09648 |
0.02323 |
2.1% |
0.00742 |
0.7% |
84% |
False |
False |
140,697 |
10 |
1.11971 |
1.09518 |
0.02453 |
2.2% |
0.00709 |
0.6% |
85% |
False |
False |
138,889 |
20 |
1.11971 |
1.09518 |
0.02453 |
2.2% |
0.00764 |
0.7% |
85% |
False |
False |
155,662 |
40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00962 |
0.9% |
48% |
False |
False |
183,873 |
60 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00885 |
0.8% |
46% |
False |
False |
175,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13043 |
2.618 |
1.12578 |
1.618 |
1.12293 |
1.000 |
1.12117 |
0.618 |
1.12008 |
HIGH |
1.11832 |
0.618 |
1.11723 |
0.500 |
1.11690 |
0.382 |
1.11656 |
LOW |
1.11547 |
0.618 |
1.11371 |
1.000 |
1.11262 |
1.618 |
1.11086 |
2.618 |
1.10801 |
4.250 |
1.10336 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11690 |
1.11480 |
PP |
1.11659 |
1.11363 |
S1 |
1.11628 |
1.11246 |
|