| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12182 |
1.12477 |
0.00295 |
0.3% |
1.11498 |
| High |
1.12737 |
1.12813 |
0.00076 |
0.1% |
1.13268 |
| Low |
1.12096 |
1.12190 |
0.00094 |
0.1% |
1.11397 |
| Close |
1.12495 |
1.12438 |
-0.00057 |
-0.1% |
1.12326 |
| Range |
0.00641 |
0.00623 |
-0.00018 |
-2.8% |
0.01871 |
| ATR |
0.00723 |
0.00716 |
-0.00007 |
-1.0% |
0.00000 |
| Volume |
134,656 |
149,570 |
14,914 |
11.1% |
630,133 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14349 |
1.14017 |
1.12781 |
|
| R3 |
1.13726 |
1.13394 |
1.12609 |
|
| R2 |
1.13103 |
1.13103 |
1.12552 |
|
| R1 |
1.12771 |
1.12771 |
1.12495 |
1.12626 |
| PP |
1.12480 |
1.12480 |
1.12480 |
1.12408 |
| S1 |
1.12148 |
1.12148 |
1.12381 |
1.12003 |
| S2 |
1.11857 |
1.11857 |
1.12324 |
|
| S3 |
1.11234 |
1.11525 |
1.12267 |
|
| S4 |
1.10611 |
1.10902 |
1.12095 |
|
|
| 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 |
1.12848 |
1.11987 |
0.00861 |
0.8% |
0.00649 |
0.6% |
52% |
False |
False |
142,539 |
| 10 |
1.13268 |
1.11397 |
0.01871 |
1.7% |
0.00723 |
0.6% |
56% |
False |
False |
134,621 |
| 20 |
1.13593 |
1.11231 |
0.02362 |
2.1% |
0.00693 |
0.6% |
51% |
False |
False |
137,655 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00716 |
0.6% |
70% |
False |
False |
133,220 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00831 |
0.7% |
65% |
False |
False |
154,492 |
| 80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00857 |
0.8% |
65% |
False |
False |
161,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.15461 |
|
2.618 |
1.14444 |
|
1.618 |
1.13821 |
|
1.000 |
1.13436 |
|
0.618 |
1.13198 |
|
HIGH |
1.12813 |
|
0.618 |
1.12575 |
|
0.500 |
1.12502 |
|
0.382 |
1.12428 |
|
LOW |
1.12190 |
|
0.618 |
1.11805 |
|
1.000 |
1.11567 |
|
1.618 |
1.11182 |
|
2.618 |
1.10559 |
|
4.250 |
1.09542 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12502 |
1.12434 |
| PP |
1.12480 |
1.12429 |
| S1 |
1.12459 |
1.12425 |
|