Trading Metrics calculated at close of trading on 07-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11459 |
1.12550 |
0.01091 |
1.0% |
1.11834 |
High |
1.12628 |
1.12695 |
0.00067 |
0.1% |
1.12506 |
Low |
1.11409 |
1.12279 |
0.00870 |
0.8% |
1.11231 |
Close |
1.12560 |
1.12377 |
-0.00183 |
-0.2% |
1.11546 |
Range |
0.01219 |
0.00416 |
-0.00803 |
-65.9% |
0.01275 |
ATR |
0.00760 |
0.00735 |
-0.00025 |
-3.2% |
0.00000 |
Volume |
120,962 |
126,198 |
5,236 |
4.3% |
667,744 |
|
Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13698 |
1.13454 |
1.12606 |
|
R3 |
1.13282 |
1.13038 |
1.12491 |
|
R2 |
1.12866 |
1.12866 |
1.12453 |
|
R1 |
1.12622 |
1.12622 |
1.12415 |
1.12536 |
PP |
1.12450 |
1.12450 |
1.12450 |
1.12408 |
S1 |
1.12206 |
1.12206 |
1.12339 |
1.12120 |
S2 |
1.12034 |
1.12034 |
1.12301 |
|
S3 |
1.11618 |
1.11790 |
1.12263 |
|
S4 |
1.11202 |
1.11374 |
1.12148 |
|
|
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 |
1.12695 |
1.11275 |
0.01420 |
1.3% |
0.00768 |
0.7% |
78% |
True |
False |
121,328 |
10 |
1.13392 |
1.11231 |
0.02161 |
1.9% |
0.00734 |
0.7% |
53% |
False |
False |
129,632 |
20 |
1.13660 |
1.11231 |
0.02429 |
2.2% |
0.00731 |
0.7% |
47% |
False |
False |
135,850 |
40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00725 |
0.6% |
69% |
False |
False |
133,275 |
60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00870 |
0.8% |
63% |
False |
False |
160,356 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00848 |
0.8% |
63% |
False |
False |
161,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14463 |
2.618 |
1.13784 |
1.618 |
1.13368 |
1.000 |
1.13111 |
0.618 |
1.12952 |
HIGH |
1.12695 |
0.618 |
1.12536 |
0.500 |
1.12487 |
0.382 |
1.12438 |
LOW |
1.12279 |
0.618 |
1.12022 |
1.000 |
1.11863 |
1.618 |
1.11606 |
2.618 |
1.11190 |
4.250 |
1.10511 |
|
|
Fisher Pivots for day following 07-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12487 |
1.12267 |
PP |
1.12450 |
1.12156 |
S1 |
1.12414 |
1.12046 |
|