Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11494 |
1.11900 |
0.00406 |
0.4% |
1.12379 |
High |
1.11943 |
1.12571 |
0.00628 |
0.6% |
1.12813 |
Low |
1.11230 |
1.11810 |
0.00580 |
0.5% |
1.11491 |
Close |
1.11892 |
1.12069 |
0.00177 |
0.2% |
1.11552 |
Range |
0.00713 |
0.00761 |
0.00048 |
6.7% |
0.01322 |
ATR |
0.00712 |
0.00716 |
0.00003 |
0.5% |
0.00000 |
Volume |
169,025 |
135,491 |
-33,534 |
-19.8% |
711,157 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14433 |
1.14012 |
1.12488 |
|
R3 |
1.13672 |
1.13251 |
1.12278 |
|
R2 |
1.12911 |
1.12911 |
1.12209 |
|
R1 |
1.12490 |
1.12490 |
1.12139 |
1.12701 |
PP |
1.12150 |
1.12150 |
1.12150 |
1.12255 |
S1 |
1.11729 |
1.11729 |
1.11999 |
1.11940 |
S2 |
1.11389 |
1.11389 |
1.11929 |
|
S3 |
1.10628 |
1.10968 |
1.11860 |
|
S4 |
1.09867 |
1.10207 |
1.11650 |
|
|
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 |
1.12571 |
1.11230 |
0.01341 |
1.2% |
0.00719 |
0.6% |
63% |
True |
False |
134,692 |
10 |
1.12848 |
1.11230 |
0.01618 |
1.4% |
0.00684 |
0.6% |
52% |
False |
False |
138,615 |
20 |
1.13392 |
1.11230 |
0.02162 |
1.9% |
0.00735 |
0.7% |
39% |
False |
False |
135,771 |
40 |
1.13660 |
1.10465 |
0.03195 |
2.9% |
0.00718 |
0.6% |
50% |
False |
False |
133,534 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00734 |
0.7% |
62% |
False |
False |
141,479 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00859 |
0.8% |
57% |
False |
False |
159,885 |
100 |
1.14749 |
1.09117 |
0.05632 |
5.0% |
0.00817 |
0.7% |
52% |
False |
False |
159,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15805 |
2.618 |
1.14563 |
1.618 |
1.13802 |
1.000 |
1.13332 |
0.618 |
1.13041 |
HIGH |
1.12571 |
0.618 |
1.12280 |
0.500 |
1.12191 |
0.382 |
1.12101 |
LOW |
1.11810 |
0.618 |
1.11340 |
1.000 |
1.11049 |
1.618 |
1.10579 |
2.618 |
1.09818 |
4.250 |
1.08576 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12191 |
1.12013 |
PP |
1.12150 |
1.11957 |
S1 |
1.12110 |
1.11901 |
|