Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1.11584 |
1.12220 |
0.00636 |
0.6% |
1.09764 |
High |
1.12333 |
1.12263 |
-0.00070 |
-0.1% |
1.11971 |
Low |
1.11576 |
1.11402 |
-0.00174 |
-0.2% |
1.09518 |
Close |
1.12220 |
1.11477 |
-0.00743 |
-0.7% |
1.11719 |
Range |
0.00757 |
0.00861 |
0.00104 |
13.7% |
0.02453 |
ATR |
0.00830 |
0.00832 |
0.00002 |
0.3% |
0.00000 |
Volume |
127,322 |
109,784 |
-17,538 |
-13.8% |
684,204 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14297 |
1.13748 |
1.11951 |
|
R3 |
1.13436 |
1.12887 |
1.11714 |
|
R2 |
1.12575 |
1.12575 |
1.11635 |
|
R1 |
1.12026 |
1.12026 |
1.11556 |
1.11870 |
PP |
1.11714 |
1.11714 |
1.11714 |
1.11636 |
S1 |
1.11165 |
1.11165 |
1.11398 |
1.11009 |
S2 |
1.10853 |
1.10853 |
1.11319 |
|
S3 |
1.09992 |
1.10304 |
1.11240 |
|
S4 |
1.09131 |
1.09443 |
1.11003 |
|
|
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 |
1.10520 |
0.01813 |
1.6% |
0.00765 |
0.7% |
53% |
False |
False |
133,268 |
10 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00743 |
0.7% |
70% |
False |
False |
136,070 |
20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00742 |
0.7% |
70% |
False |
False |
147,487 |
40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00978 |
0.9% |
46% |
False |
False |
181,653 |
60 |
1.14287 |
1.09117 |
0.05170 |
4.6% |
0.00891 |
0.8% |
46% |
False |
False |
174,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15922 |
2.618 |
1.14517 |
1.618 |
1.13656 |
1.000 |
1.13124 |
0.618 |
1.12795 |
HIGH |
1.12263 |
0.618 |
1.11934 |
0.500 |
1.11833 |
0.382 |
1.11731 |
LOW |
1.11402 |
0.618 |
1.10870 |
1.000 |
1.10541 |
1.618 |
1.10009 |
2.618 |
1.09148 |
4.250 |
1.07743 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11833 |
1.11868 |
PP |
1.11714 |
1.11737 |
S1 |
1.11596 |
1.11607 |
|