Trading Metrics calculated at close of trading on 23-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.11900 |
1.12070 |
0.00170 |
0.2% |
1.11556 |
High |
1.12571 |
1.12402 |
-0.00169 |
-0.2% |
1.12571 |
Low |
1.11810 |
1.11937 |
0.00127 |
0.1% |
1.11230 |
Close |
1.12069 |
1.12250 |
0.00181 |
0.2% |
1.12250 |
Range |
0.00761 |
0.00465 |
-0.00296 |
-38.9% |
0.01341 |
ATR |
0.00716 |
0.00698 |
-0.00018 |
-2.5% |
0.00000 |
Volume |
135,491 |
125,333 |
-10,158 |
-7.5% |
660,734 |
|
Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13591 |
1.13386 |
1.12506 |
|
R3 |
1.13126 |
1.12921 |
1.12378 |
|
R2 |
1.12661 |
1.12661 |
1.12335 |
|
R1 |
1.12456 |
1.12456 |
1.12293 |
1.12559 |
PP |
1.12196 |
1.12196 |
1.12196 |
1.12248 |
S1 |
1.11991 |
1.11991 |
1.12207 |
1.12094 |
S2 |
1.11731 |
1.11731 |
1.12165 |
|
S3 |
1.11266 |
1.11526 |
1.12122 |
|
S4 |
1.10801 |
1.11061 |
1.11994 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16040 |
1.15486 |
1.12988 |
|
R3 |
1.14699 |
1.14145 |
1.12619 |
|
R2 |
1.13358 |
1.13358 |
1.12496 |
|
R1 |
1.12804 |
1.12804 |
1.12373 |
1.13081 |
PP |
1.12017 |
1.12017 |
1.12017 |
1.12156 |
S1 |
1.11463 |
1.11463 |
1.12127 |
1.11740 |
S2 |
1.10676 |
1.10676 |
1.12004 |
|
S3 |
1.09335 |
1.10122 |
1.11881 |
|
S4 |
1.07994 |
1.08781 |
1.11512 |
|
|
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% |
0.00611 |
0.5% |
76% |
False |
False |
132,146 |
10 |
1.12813 |
1.11230 |
0.01583 |
1.4% |
0.00644 |
0.6% |
64% |
False |
False |
137,189 |
20 |
1.13268 |
1.11230 |
0.02038 |
1.8% |
0.00679 |
0.6% |
50% |
False |
False |
133,488 |
40 |
1.13660 |
1.10465 |
0.03195 |
2.8% |
0.00699 |
0.6% |
56% |
False |
False |
132,619 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00726 |
0.6% |
66% |
False |
False |
140,300 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00835 |
0.7% |
61% |
False |
False |
158,957 |
100 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00812 |
0.7% |
59% |
False |
False |
158,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14378 |
2.618 |
1.13619 |
1.618 |
1.13154 |
1.000 |
1.12867 |
0.618 |
1.12689 |
HIGH |
1.12402 |
0.618 |
1.12224 |
0.500 |
1.12170 |
0.382 |
1.12115 |
LOW |
1.11937 |
0.618 |
1.11650 |
1.000 |
1.11472 |
1.618 |
1.11185 |
2.618 |
1.10720 |
4.250 |
1.09961 |
|
|
Fisher Pivots for day following 23-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12223 |
1.12134 |
PP |
1.12196 |
1.12017 |
S1 |
1.12170 |
1.11901 |
|