Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11556 |
1.11728 |
0.00172 |
0.2% |
1.12379 |
High |
1.11976 |
1.12131 |
0.00155 |
0.1% |
1.12813 |
Low |
1.11508 |
1.11485 |
-0.00023 |
0.0% |
1.11491 |
Close |
1.11736 |
1.11495 |
-0.00241 |
-0.2% |
1.11552 |
Range |
0.00468 |
0.00646 |
0.00178 |
38.0% |
0.01322 |
ATR |
0.00717 |
0.00712 |
-0.00005 |
-0.7% |
0.00000 |
Volume |
107,622 |
123,263 |
15,641 |
14.5% |
711,157 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13642 |
1.13214 |
1.11850 |
|
R3 |
1.12996 |
1.12568 |
1.11673 |
|
R2 |
1.12350 |
1.12350 |
1.11613 |
|
R1 |
1.11922 |
1.11922 |
1.11554 |
1.11813 |
PP |
1.11704 |
1.11704 |
1.11704 |
1.11649 |
S1 |
1.11276 |
1.11276 |
1.11436 |
1.11167 |
S2 |
1.11058 |
1.11058 |
1.11377 |
|
S3 |
1.10412 |
1.10630 |
1.11317 |
|
S4 |
1.09766 |
1.09984 |
1.11140 |
|
|
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 |
1.11485 |
0.01328 |
1.2% |
0.00677 |
0.6% |
1% |
False |
True |
130,634 |
10 |
1.13268 |
1.11485 |
0.01783 |
1.6% |
0.00670 |
0.6% |
1% |
False |
True |
136,890 |
20 |
1.13392 |
1.11231 |
0.02161 |
1.9% |
0.00714 |
0.6% |
12% |
False |
False |
134,173 |
40 |
1.13660 |
1.09648 |
0.04012 |
3.6% |
0.00723 |
0.6% |
46% |
False |
False |
133,036 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00745 |
0.7% |
48% |
False |
False |
144,042 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00860 |
0.8% |
46% |
False |
False |
160,277 |
100 |
1.15290 |
1.09117 |
0.06173 |
5.5% |
0.00819 |
0.7% |
39% |
False |
False |
159,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14877 |
2.618 |
1.13822 |
1.618 |
1.13176 |
1.000 |
1.12777 |
0.618 |
1.12530 |
HIGH |
1.12131 |
0.618 |
1.11884 |
0.500 |
1.11808 |
0.382 |
1.11732 |
LOW |
1.11485 |
0.618 |
1.11086 |
1.000 |
1.10839 |
1.618 |
1.10440 |
2.618 |
1.09794 |
4.250 |
1.08740 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11808 |
1.11991 |
PP |
1.11704 |
1.11825 |
S1 |
1.11599 |
1.11660 |
|