Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11728 |
1.11494 |
-0.00234 |
-0.2% |
1.12379 |
High |
1.12131 |
1.11943 |
-0.00188 |
-0.2% |
1.12813 |
Low |
1.11485 |
1.11230 |
-0.00255 |
-0.2% |
1.11491 |
Close |
1.11495 |
1.11892 |
0.00397 |
0.4% |
1.11552 |
Range |
0.00646 |
0.00713 |
0.00067 |
10.4% |
0.01322 |
ATR |
0.00712 |
0.00712 |
0.00000 |
0.0% |
0.00000 |
Volume |
123,263 |
169,025 |
45,762 |
37.1% |
711,157 |
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13827 |
1.13573 |
1.12284 |
|
R3 |
1.13114 |
1.12860 |
1.12088 |
|
R2 |
1.12401 |
1.12401 |
1.12023 |
|
R1 |
1.12147 |
1.12147 |
1.11957 |
1.12274 |
PP |
1.11688 |
1.11688 |
1.11688 |
1.11752 |
S1 |
1.11434 |
1.11434 |
1.11827 |
1.11561 |
S2 |
1.10975 |
1.10975 |
1.11761 |
|
S3 |
1.10262 |
1.10721 |
1.11696 |
|
S4 |
1.09549 |
1.10008 |
1.11500 |
|
|
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 |
1.11230 |
0.01583 |
1.4% |
0.00691 |
0.6% |
42% |
False |
True |
137,508 |
10 |
1.13268 |
1.11230 |
0.02038 |
1.8% |
0.00700 |
0.6% |
32% |
False |
True |
141,173 |
20 |
1.13392 |
1.11230 |
0.02162 |
1.9% |
0.00717 |
0.6% |
31% |
False |
True |
135,403 |
40 |
1.13660 |
1.10465 |
0.03195 |
2.9% |
0.00716 |
0.6% |
45% |
False |
False |
133,559 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00743 |
0.7% |
57% |
False |
False |
143,357 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00858 |
0.8% |
54% |
False |
False |
160,162 |
100 |
1.14934 |
1.09117 |
0.05817 |
5.2% |
0.00820 |
0.7% |
48% |
False |
False |
159,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14973 |
2.618 |
1.13810 |
1.618 |
1.13097 |
1.000 |
1.12656 |
0.618 |
1.12384 |
HIGH |
1.11943 |
0.618 |
1.11671 |
0.500 |
1.11587 |
0.382 |
1.11502 |
LOW |
1.11230 |
0.618 |
1.10789 |
1.000 |
1.10517 |
1.618 |
1.10076 |
2.618 |
1.09363 |
4.250 |
1.08200 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11790 |
1.11822 |
PP |
1.11688 |
1.11751 |
S1 |
1.11587 |
1.11681 |
|