Trading Metrics calculated at close of trading on 26-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12070 |
1.12263 |
0.00193 |
0.2% |
1.11556 |
High |
1.12402 |
1.12786 |
0.00384 |
0.3% |
1.12571 |
Low |
1.11937 |
1.12210 |
0.00273 |
0.2% |
1.11230 |
Close |
1.12250 |
1.12529 |
0.00279 |
0.2% |
1.12250 |
Range |
0.00465 |
0.00576 |
0.00111 |
23.9% |
0.01341 |
ATR |
0.00698 |
0.00689 |
-0.00009 |
-1.2% |
0.00000 |
Volume |
125,333 |
115,778 |
-9,555 |
-7.6% |
660,734 |
|
Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14236 |
1.13959 |
1.12846 |
|
R3 |
1.13660 |
1.13383 |
1.12687 |
|
R2 |
1.13084 |
1.13084 |
1.12635 |
|
R1 |
1.12807 |
1.12807 |
1.12582 |
1.12946 |
PP |
1.12508 |
1.12508 |
1.12508 |
1.12578 |
S1 |
1.12231 |
1.12231 |
1.12476 |
1.12370 |
S2 |
1.11932 |
1.11932 |
1.12423 |
|
S3 |
1.11356 |
1.11655 |
1.12371 |
|
S4 |
1.10780 |
1.11079 |
1.12212 |
|
|
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 |
1.12786 |
1.11230 |
0.01556 |
1.4% |
0.00632 |
0.6% |
83% |
True |
False |
133,778 |
10 |
1.12813 |
1.11230 |
0.01583 |
1.4% |
0.00645 |
0.6% |
82% |
False |
False |
133,867 |
20 |
1.13268 |
1.11230 |
0.02038 |
1.8% |
0.00683 |
0.6% |
64% |
False |
False |
133,053 |
40 |
1.13660 |
1.10465 |
0.03195 |
2.8% |
0.00706 |
0.6% |
65% |
False |
False |
132,243 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00725 |
0.6% |
73% |
False |
False |
140,049 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00834 |
0.7% |
66% |
False |
False |
158,058 |
100 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00814 |
0.7% |
64% |
False |
False |
158,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15234 |
2.618 |
1.14294 |
1.618 |
1.13718 |
1.000 |
1.13362 |
0.618 |
1.13142 |
HIGH |
1.12786 |
0.618 |
1.12566 |
0.500 |
1.12498 |
0.382 |
1.12430 |
LOW |
1.12210 |
0.618 |
1.11854 |
1.000 |
1.11634 |
1.618 |
1.11278 |
2.618 |
1.10702 |
4.250 |
1.09762 |
|
|
Fisher Pivots for day following 26-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12519 |
1.12452 |
PP |
1.12508 |
1.12375 |
S1 |
1.12498 |
1.12298 |
|