Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12337 |
1.12182 |
-0.00155 |
-0.1% |
1.11498 |
High |
1.12592 |
1.12737 |
0.00145 |
0.1% |
1.13268 |
Low |
1.12036 |
1.12096 |
0.00060 |
0.1% |
1.11397 |
Close |
1.12189 |
1.12495 |
0.00306 |
0.3% |
1.12326 |
Range |
0.00556 |
0.00641 |
0.00085 |
15.3% |
0.01871 |
ATR |
0.00729 |
0.00723 |
-0.00006 |
-0.9% |
0.00000 |
Volume |
139,878 |
134,656 |
-5,222 |
-3.7% |
630,133 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14366 |
1.14071 |
1.12848 |
|
R3 |
1.13725 |
1.13430 |
1.12671 |
|
R2 |
1.13084 |
1.13084 |
1.12613 |
|
R1 |
1.12789 |
1.12789 |
1.12554 |
1.12937 |
PP |
1.12443 |
1.12443 |
1.12443 |
1.12516 |
S1 |
1.12148 |
1.12148 |
1.12436 |
1.12296 |
S2 |
1.11802 |
1.11802 |
1.12377 |
|
S3 |
1.11161 |
1.11507 |
1.12319 |
|
S4 |
1.10520 |
1.10866 |
1.12142 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17943 |
1.17006 |
1.13355 |
|
R3 |
1.16072 |
1.15135 |
1.12841 |
|
R2 |
1.14201 |
1.14201 |
1.12669 |
|
R1 |
1.13264 |
1.13264 |
1.12498 |
1.13733 |
PP |
1.12330 |
1.12330 |
1.12330 |
1.12565 |
S1 |
1.11393 |
1.11393 |
1.12154 |
1.11862 |
S2 |
1.10459 |
1.10459 |
1.11983 |
|
S3 |
1.08588 |
1.09522 |
1.11811 |
|
S4 |
1.06717 |
1.07651 |
1.11297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.13268 |
1.11987 |
0.01281 |
1.1% |
0.00709 |
0.6% |
40% |
False |
False |
144,838 |
10 |
1.13268 |
1.11275 |
0.01993 |
1.8% |
0.00738 |
0.7% |
61% |
False |
False |
133,083 |
20 |
1.13660 |
1.11231 |
0.02429 |
2.2% |
0.00702 |
0.6% |
52% |
False |
False |
138,906 |
40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00720 |
0.6% |
72% |
False |
False |
133,730 |
60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00841 |
0.7% |
66% |
False |
False |
155,823 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00857 |
0.8% |
66% |
False |
False |
161,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15461 |
2.618 |
1.14415 |
1.618 |
1.13774 |
1.000 |
1.13378 |
0.618 |
1.13133 |
HIGH |
1.12737 |
0.618 |
1.12492 |
0.500 |
1.12417 |
0.382 |
1.12341 |
LOW |
1.12096 |
0.618 |
1.11700 |
1.000 |
1.11455 |
1.618 |
1.11059 |
2.618 |
1.10418 |
4.250 |
1.09372 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12469 |
1.12459 |
PP |
1.12443 |
1.12423 |
S1 |
1.12417 |
1.12387 |
|