Trading Metrics calculated at close of trading on 05-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
05-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11960 |
1.11498 |
-0.00462 |
-0.4% |
1.11834 |
High |
1.12506 |
1.11822 |
-0.00684 |
-0.6% |
1.12506 |
Low |
1.11502 |
1.11397 |
-0.00105 |
-0.1% |
1.11231 |
Close |
1.11546 |
1.11462 |
-0.00084 |
-0.1% |
1.11546 |
Range |
0.01004 |
0.00425 |
-0.00579 |
-57.7% |
0.01275 |
ATR |
0.00748 |
0.00725 |
-0.00023 |
-3.1% |
0.00000 |
Volume |
142,989 |
82,306 |
-60,683 |
-42.4% |
667,744 |
|
Daily Pivots for day following 05-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12835 |
1.12574 |
1.11696 |
|
R3 |
1.12410 |
1.12149 |
1.11579 |
|
R2 |
1.11985 |
1.11985 |
1.11540 |
|
R1 |
1.11724 |
1.11724 |
1.11501 |
1.11642 |
PP |
1.11560 |
1.11560 |
1.11560 |
1.11520 |
S1 |
1.11299 |
1.11299 |
1.11423 |
1.11217 |
S2 |
1.11135 |
1.11135 |
1.11384 |
|
S3 |
1.10710 |
1.10874 |
1.11345 |
|
S4 |
1.10285 |
1.10449 |
1.11228 |
|
|
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% |
0.00647 |
0.6% |
18% |
False |
False |
125,116 |
10 |
1.13546 |
1.11231 |
0.02315 |
2.1% |
0.00690 |
0.6% |
10% |
False |
False |
133,738 |
20 |
1.13660 |
1.10704 |
0.02956 |
2.7% |
0.00714 |
0.6% |
26% |
False |
False |
134,169 |
40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00722 |
0.6% |
47% |
False |
False |
135,568 |
60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00879 |
0.8% |
46% |
False |
False |
162,556 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00846 |
0.8% |
46% |
False |
False |
162,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13628 |
2.618 |
1.12935 |
1.618 |
1.12510 |
1.000 |
1.12247 |
0.618 |
1.12085 |
HIGH |
1.11822 |
0.618 |
1.11660 |
0.500 |
1.11610 |
0.382 |
1.11559 |
LOW |
1.11397 |
0.618 |
1.11134 |
1.000 |
1.10972 |
1.618 |
1.10709 |
2.618 |
1.10284 |
4.250 |
1.09591 |
|
|
Fisher Pivots for day following 05-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11610 |
1.11891 |
PP |
1.11560 |
1.11748 |
S1 |
1.11511 |
1.11605 |
|