Trading Metrics calculated at close of trading on 01-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11427 |
1.11569 |
0.00142 |
0.1% |
1.13058 |
High |
1.11652 |
1.12049 |
0.00397 |
0.4% |
1.13546 |
Low |
1.11231 |
1.11275 |
0.00044 |
0.0% |
1.11808 |
Close |
1.11568 |
1.11961 |
0.00393 |
0.4% |
1.11936 |
Range |
0.00421 |
0.00774 |
0.00353 |
83.8% |
0.01738 |
ATR |
0.00724 |
0.00728 |
0.00004 |
0.5% |
0.00000 |
Volume |
136,864 |
134,189 |
-2,675 |
-2.0% |
731,262 |
|
Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14084 |
1.13796 |
1.12387 |
|
R3 |
1.13310 |
1.13022 |
1.12174 |
|
R2 |
1.12536 |
1.12536 |
1.12103 |
|
R1 |
1.12248 |
1.12248 |
1.12032 |
1.12392 |
PP |
1.11762 |
1.11762 |
1.11762 |
1.11834 |
S1 |
1.11474 |
1.11474 |
1.11890 |
1.11618 |
S2 |
1.10988 |
1.10988 |
1.11819 |
|
S3 |
1.10214 |
1.10700 |
1.11748 |
|
S4 |
1.09440 |
1.09926 |
1.11535 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17644 |
1.16528 |
1.12892 |
|
R3 |
1.15906 |
1.14790 |
1.12414 |
|
R2 |
1.14168 |
1.14168 |
1.12255 |
|
R1 |
1.13052 |
1.13052 |
1.12095 |
1.12741 |
PP |
1.12430 |
1.12430 |
1.12430 |
1.12275 |
S1 |
1.11314 |
1.11314 |
1.11777 |
1.11003 |
S2 |
1.10692 |
1.10692 |
1.11617 |
|
S3 |
1.08954 |
1.09576 |
1.11458 |
|
S4 |
1.07216 |
1.07838 |
1.10980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.13392 |
1.11231 |
0.02161 |
1.9% |
0.00777 |
0.7% |
34% |
False |
False |
139,151 |
10 |
1.13593 |
1.11231 |
0.02362 |
2.1% |
0.00662 |
0.6% |
31% |
False |
False |
140,688 |
20 |
1.13660 |
1.10465 |
0.03195 |
2.9% |
0.00717 |
0.6% |
47% |
False |
False |
133,389 |
40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00726 |
0.6% |
59% |
False |
False |
138,929 |
60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00880 |
0.8% |
55% |
False |
False |
164,699 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00845 |
0.8% |
55% |
False |
False |
163,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15339 |
2.618 |
1.14075 |
1.618 |
1.13301 |
1.000 |
1.12823 |
0.618 |
1.12527 |
HIGH |
1.12049 |
0.618 |
1.11753 |
0.500 |
1.11662 |
0.382 |
1.11571 |
LOW |
1.11275 |
0.618 |
1.10797 |
1.000 |
1.10501 |
1.618 |
1.10023 |
2.618 |
1.09249 |
4.250 |
1.07986 |
|
|
Fisher Pivots for day following 01-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11861 |
1.11854 |
PP |
1.11762 |
1.11747 |
S1 |
1.11662 |
1.11640 |
|