Trading Metrics calculated at close of trading on 16-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12477 |
1.12430 |
-0.00047 |
0.0% |
1.12379 |
High |
1.12813 |
1.12496 |
-0.00317 |
-0.3% |
1.12813 |
Low |
1.12190 |
1.11491 |
-0.00699 |
-0.6% |
1.11491 |
Close |
1.12438 |
1.11552 |
-0.00886 |
-0.8% |
1.11552 |
Range |
0.00623 |
0.01005 |
0.00382 |
61.3% |
0.01322 |
ATR |
0.00716 |
0.00737 |
0.00021 |
2.9% |
0.00000 |
Volume |
149,570 |
138,060 |
-11,510 |
-7.7% |
711,157 |
|
Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14861 |
1.14212 |
1.12105 |
|
R3 |
1.13856 |
1.13207 |
1.11828 |
|
R2 |
1.12851 |
1.12851 |
1.11736 |
|
R1 |
1.12202 |
1.12202 |
1.11644 |
1.12024 |
PP |
1.11846 |
1.11846 |
1.11846 |
1.11758 |
S1 |
1.11197 |
1.11197 |
1.11460 |
1.11019 |
S2 |
1.10841 |
1.10841 |
1.11368 |
|
S3 |
1.09836 |
1.10192 |
1.11276 |
|
S4 |
1.08831 |
1.09187 |
1.10999 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15918 |
1.15057 |
1.12279 |
|
R3 |
1.14596 |
1.13735 |
1.11916 |
|
R2 |
1.13274 |
1.13274 |
1.11794 |
|
R1 |
1.12413 |
1.12413 |
1.11673 |
1.12183 |
PP |
1.11952 |
1.11952 |
1.11952 |
1.11837 |
S1 |
1.11091 |
1.11091 |
1.11431 |
1.10861 |
S2 |
1.10630 |
1.10630 |
1.11310 |
|
S3 |
1.09308 |
1.09769 |
1.11188 |
|
S4 |
1.07986 |
1.08447 |
1.10825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12813 |
1.11491 |
0.01322 |
1.2% |
0.00678 |
0.6% |
5% |
False |
True |
142,231 |
10 |
1.13268 |
1.11397 |
0.01871 |
1.7% |
0.00723 |
0.6% |
8% |
False |
False |
134,129 |
20 |
1.13546 |
1.11231 |
0.02315 |
2.1% |
0.00715 |
0.6% |
14% |
False |
False |
137,014 |
40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00720 |
0.6% |
49% |
False |
False |
133,206 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00762 |
0.7% |
49% |
False |
False |
148,340 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00858 |
0.8% |
47% |
False |
False |
160,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16767 |
2.618 |
1.15127 |
1.618 |
1.14122 |
1.000 |
1.13501 |
0.618 |
1.13117 |
HIGH |
1.12496 |
0.618 |
1.12112 |
0.500 |
1.11994 |
0.382 |
1.11875 |
LOW |
1.11491 |
0.618 |
1.10870 |
1.000 |
1.10486 |
1.618 |
1.09865 |
2.618 |
1.08860 |
4.250 |
1.07220 |
|
|
Fisher Pivots for day following 16-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11994 |
1.12152 |
PP |
1.11846 |
1.11952 |
S1 |
1.11699 |
1.11752 |
|