Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1.11699 |
1.11584 |
-0.00115 |
-0.1% |
1.09764 |
High |
1.11832 |
1.12333 |
0.00501 |
0.4% |
1.11971 |
Low |
1.11547 |
1.11576 |
0.00029 |
0.0% |
1.09518 |
Close |
1.11597 |
1.12220 |
0.00623 |
0.6% |
1.11719 |
Range |
0.00285 |
0.00757 |
0.00472 |
165.6% |
0.02453 |
ATR |
0.00835 |
0.00830 |
-0.00006 |
-0.7% |
0.00000 |
Volume |
130,811 |
127,322 |
-3,489 |
-2.7% |
684,204 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14314 |
1.14024 |
1.12636 |
|
R3 |
1.13557 |
1.13267 |
1.12428 |
|
R2 |
1.12800 |
1.12800 |
1.12359 |
|
R1 |
1.12510 |
1.12510 |
1.12289 |
1.12655 |
PP |
1.12043 |
1.12043 |
1.12043 |
1.12116 |
S1 |
1.11753 |
1.11753 |
1.12151 |
1.11898 |
S2 |
1.11286 |
1.11286 |
1.12081 |
|
S3 |
1.10529 |
1.10996 |
1.12012 |
|
S4 |
1.09772 |
1.10239 |
1.11804 |
|
|
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 |
1.12333 |
1.09648 |
0.02685 |
2.4% |
0.00792 |
0.7% |
96% |
True |
False |
140,930 |
10 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00704 |
0.6% |
96% |
True |
False |
138,928 |
20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00740 |
0.7% |
96% |
True |
False |
152,910 |
40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00971 |
0.9% |
60% |
False |
False |
182,935 |
60 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00890 |
0.8% |
58% |
False |
False |
174,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15550 |
2.618 |
1.14315 |
1.618 |
1.13558 |
1.000 |
1.13090 |
0.618 |
1.12801 |
HIGH |
1.12333 |
0.618 |
1.12044 |
0.500 |
1.11955 |
0.382 |
1.11865 |
LOW |
1.11576 |
0.618 |
1.11108 |
1.000 |
1.10819 |
1.618 |
1.10351 |
2.618 |
1.09594 |
4.250 |
1.08359 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12132 |
1.11989 |
PP |
1.12043 |
1.11758 |
S1 |
1.11955 |
1.11528 |
|