Trading Metrics calculated at close of trading on 12-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1.11745 |
1.11361 |
-0.00384 |
-0.3% |
1.10770 |
High |
1.11898 |
1.12211 |
0.00313 |
0.3% |
1.12211 |
Low |
1.11350 |
1.11312 |
-0.00038 |
0.0% |
1.10704 |
Close |
1.11361 |
1.11571 |
0.00210 |
0.2% |
1.11571 |
Range |
0.00548 |
0.00899 |
0.00351 |
64.1% |
0.01507 |
ATR |
0.00757 |
0.00767 |
0.00010 |
1.3% |
0.00000 |
Volume |
106,899 |
115,878 |
8,979 |
8.4% |
527,931 |
|
Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14395 |
1.13882 |
1.12065 |
|
R3 |
1.13496 |
1.12983 |
1.11818 |
|
R2 |
1.12597 |
1.12597 |
1.11736 |
|
R1 |
1.12084 |
1.12084 |
1.11653 |
1.12341 |
PP |
1.11698 |
1.11698 |
1.11698 |
1.11826 |
S1 |
1.11185 |
1.11185 |
1.11489 |
1.11442 |
S2 |
1.10799 |
1.10799 |
1.11406 |
|
S3 |
1.09900 |
1.10286 |
1.11324 |
|
S4 |
1.09001 |
1.09387 |
1.11077 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16016 |
1.15301 |
1.12400 |
|
R3 |
1.14509 |
1.13794 |
1.11985 |
|
R2 |
1.13002 |
1.13002 |
1.11847 |
|
R1 |
1.12287 |
1.12287 |
1.11709 |
1.12645 |
PP |
1.11495 |
1.11495 |
1.11495 |
1.11674 |
S1 |
1.10780 |
1.10780 |
1.11433 |
1.11138 |
S2 |
1.09988 |
1.09988 |
1.11295 |
|
S3 |
1.08481 |
1.09273 |
1.11157 |
|
S4 |
1.06974 |
1.07766 |
1.10742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12211 |
1.10704 |
0.01507 |
1.4% |
0.00615 |
0.6% |
58% |
True |
False |
105,586 |
10 |
1.12333 |
1.10465 |
0.01868 |
1.7% |
0.00655 |
0.6% |
59% |
False |
False |
113,798 |
20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00690 |
0.6% |
73% |
False |
False |
125,810 |
40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00917 |
0.8% |
48% |
False |
False |
167,581 |
60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00896 |
0.8% |
48% |
False |
False |
168,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16032 |
2.618 |
1.14565 |
1.618 |
1.13666 |
1.000 |
1.13110 |
0.618 |
1.12767 |
HIGH |
1.12211 |
0.618 |
1.11868 |
0.500 |
1.11762 |
0.382 |
1.11655 |
LOW |
1.11312 |
0.618 |
1.10756 |
1.000 |
1.10413 |
1.618 |
1.09857 |
2.618 |
1.08958 |
4.250 |
1.07491 |
|
|
Fisher Pivots for day following 12-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11762 |
1.11664 |
PP |
1.11698 |
1.11633 |
S1 |
1.11635 |
1.11602 |
|