Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11569 |
1.11960 |
0.00391 |
0.4% |
1.11834 |
High |
1.12049 |
1.12506 |
0.00457 |
0.4% |
1.12506 |
Low |
1.11275 |
1.11502 |
0.00227 |
0.2% |
1.11231 |
Close |
1.11961 |
1.11546 |
-0.00415 |
-0.4% |
1.11546 |
Range |
0.00774 |
0.01004 |
0.00230 |
29.7% |
0.01275 |
ATR |
0.00728 |
0.00748 |
0.00020 |
2.7% |
0.00000 |
Volume |
134,189 |
142,989 |
8,800 |
6.6% |
667,744 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14863 |
1.14209 |
1.12098 |
|
R3 |
1.13859 |
1.13205 |
1.11822 |
|
R2 |
1.12855 |
1.12855 |
1.11730 |
|
R1 |
1.12201 |
1.12201 |
1.11638 |
1.12026 |
PP |
1.11851 |
1.11851 |
1.11851 |
1.11764 |
S1 |
1.11197 |
1.11197 |
1.11454 |
1.11022 |
S2 |
1.10847 |
1.10847 |
1.11362 |
|
S3 |
1.09843 |
1.10193 |
1.11270 |
|
S4 |
1.08839 |
1.09189 |
1.10994 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15586 |
1.14841 |
1.12247 |
|
R3 |
1.14311 |
1.13566 |
1.11897 |
|
R2 |
1.13036 |
1.13036 |
1.11780 |
|
R1 |
1.12291 |
1.12291 |
1.11663 |
1.12026 |
PP |
1.11761 |
1.11761 |
1.11761 |
1.11629 |
S1 |
1.11016 |
1.11016 |
1.11429 |
1.10751 |
S2 |
1.10486 |
1.10486 |
1.11312 |
|
S3 |
1.09211 |
1.09741 |
1.11195 |
|
S4 |
1.07936 |
1.08466 |
1.10845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12506 |
1.11231 |
0.01275 |
1.1% |
0.00661 |
0.6% |
25% |
True |
False |
133,548 |
10 |
1.13546 |
1.11231 |
0.02315 |
2.1% |
0.00707 |
0.6% |
14% |
False |
False |
139,900 |
20 |
1.13660 |
1.10704 |
0.02956 |
2.7% |
0.00710 |
0.6% |
28% |
False |
False |
134,634 |
40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00726 |
0.7% |
49% |
False |
False |
137,844 |
60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00884 |
0.8% |
47% |
False |
False |
164,189 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00846 |
0.8% |
47% |
False |
False |
163,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16773 |
2.618 |
1.15134 |
1.618 |
1.14130 |
1.000 |
1.13510 |
0.618 |
1.13126 |
HIGH |
1.12506 |
0.618 |
1.12122 |
0.500 |
1.12004 |
0.382 |
1.11886 |
LOW |
1.11502 |
0.618 |
1.10882 |
1.000 |
1.10498 |
1.618 |
1.09878 |
2.618 |
1.08874 |
4.250 |
1.07235 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12004 |
1.11869 |
PP |
1.11851 |
1.11761 |
S1 |
1.11699 |
1.11654 |
|