Trading Metrics calculated at close of trading on 15-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1.11361 |
1.11669 |
0.00308 |
0.3% |
1.10770 |
High |
1.12211 |
1.12033 |
-0.00178 |
-0.2% |
1.12211 |
Low |
1.11312 |
1.11534 |
0.00222 |
0.2% |
1.10704 |
Close |
1.11571 |
1.11826 |
0.00255 |
0.2% |
1.11571 |
Range |
0.00899 |
0.00499 |
-0.00400 |
-44.5% |
0.01507 |
ATR |
0.00767 |
0.00748 |
-0.00019 |
-2.5% |
0.00000 |
Volume |
115,878 |
106,830 |
-9,048 |
-7.8% |
527,931 |
|
Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13295 |
1.13059 |
1.12100 |
|
R3 |
1.12796 |
1.12560 |
1.11963 |
|
R2 |
1.12297 |
1.12297 |
1.11917 |
|
R1 |
1.12061 |
1.12061 |
1.11872 |
1.12179 |
PP |
1.11798 |
1.11798 |
1.11798 |
1.11857 |
S1 |
1.11562 |
1.11562 |
1.11780 |
1.11680 |
S2 |
1.11299 |
1.11299 |
1.11735 |
|
S3 |
1.10800 |
1.11063 |
1.11689 |
|
S4 |
1.10301 |
1.10564 |
1.11552 |
|
|
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 |
1.3% |
0.00649 |
0.6% |
74% |
False |
False |
108,628 |
10 |
1.12333 |
1.10465 |
0.01868 |
1.7% |
0.00676 |
0.6% |
73% |
False |
False |
111,400 |
20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00692 |
0.6% |
82% |
False |
False |
125,145 |
40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00909 |
0.8% |
53% |
False |
False |
165,313 |
60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00895 |
0.8% |
53% |
False |
False |
168,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14154 |
2.618 |
1.13339 |
1.618 |
1.12840 |
1.000 |
1.12532 |
0.618 |
1.12341 |
HIGH |
1.12033 |
0.618 |
1.11842 |
0.500 |
1.11784 |
0.382 |
1.11725 |
LOW |
1.11534 |
0.618 |
1.11226 |
1.000 |
1.11035 |
1.618 |
1.10727 |
2.618 |
1.10228 |
4.250 |
1.09413 |
|
|
Fisher Pivots for day following 15-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11812 |
1.11805 |
PP |
1.11798 |
1.11783 |
S1 |
1.11784 |
1.11762 |
|