Trading Metrics calculated at close of trading on 19-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12430 |
1.11556 |
-0.00874 |
-0.8% |
1.12379 |
High |
1.12496 |
1.11976 |
-0.00520 |
-0.5% |
1.12813 |
Low |
1.11491 |
1.11508 |
0.00017 |
0.0% |
1.11491 |
Close |
1.11552 |
1.11736 |
0.00184 |
0.2% |
1.11552 |
Range |
0.01005 |
0.00468 |
-0.00537 |
-53.4% |
0.01322 |
ATR |
0.00737 |
0.00717 |
-0.00019 |
-2.6% |
0.00000 |
Volume |
138,060 |
107,622 |
-30,438 |
-22.0% |
711,157 |
|
Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13144 |
1.12908 |
1.11993 |
|
R3 |
1.12676 |
1.12440 |
1.11865 |
|
R2 |
1.12208 |
1.12208 |
1.11822 |
|
R1 |
1.11972 |
1.11972 |
1.11779 |
1.12090 |
PP |
1.11740 |
1.11740 |
1.11740 |
1.11799 |
S1 |
1.11504 |
1.11504 |
1.11693 |
1.11622 |
S2 |
1.11272 |
1.11272 |
1.11650 |
|
S3 |
1.10804 |
1.11036 |
1.11607 |
|
S4 |
1.10336 |
1.10568 |
1.11479 |
|
|
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% |
0.00659 |
0.6% |
19% |
False |
False |
133,957 |
10 |
1.13268 |
1.11409 |
0.01859 |
1.7% |
0.00727 |
0.7% |
18% |
False |
False |
136,660 |
20 |
1.13546 |
1.11231 |
0.02315 |
2.1% |
0.00709 |
0.6% |
22% |
False |
False |
135,199 |
40 |
1.13660 |
1.09648 |
0.04012 |
3.6% |
0.00720 |
0.6% |
52% |
False |
False |
133,108 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00751 |
0.7% |
54% |
False |
False |
145,635 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00858 |
0.8% |
51% |
False |
False |
160,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13965 |
2.618 |
1.13201 |
1.618 |
1.12733 |
1.000 |
1.12444 |
0.618 |
1.12265 |
HIGH |
1.11976 |
0.618 |
1.11797 |
0.500 |
1.11742 |
0.382 |
1.11687 |
LOW |
1.11508 |
0.618 |
1.11219 |
1.000 |
1.11040 |
1.618 |
1.10751 |
2.618 |
1.10283 |
4.250 |
1.09519 |
|
|
Fisher Pivots for day following 19-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11742 |
1.12152 |
PP |
1.11740 |
1.12013 |
S1 |
1.11738 |
1.11875 |
|