Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12263 |
1.12538 |
0.00275 |
0.2% |
1.11556 |
High |
1.12786 |
1.12586 |
-0.00200 |
-0.2% |
1.12571 |
Low |
1.12210 |
1.11908 |
-0.00302 |
-0.3% |
1.11230 |
Close |
1.12529 |
1.12104 |
-0.00425 |
-0.4% |
1.12250 |
Range |
0.00576 |
0.00678 |
0.00102 |
17.7% |
0.01341 |
ATR |
0.00689 |
0.00688 |
-0.00001 |
-0.1% |
0.00000 |
Volume |
115,778 |
131,337 |
15,559 |
13.4% |
660,734 |
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14233 |
1.13847 |
1.12477 |
|
R3 |
1.13555 |
1.13169 |
1.12290 |
|
R2 |
1.12877 |
1.12877 |
1.12228 |
|
R1 |
1.12491 |
1.12491 |
1.12166 |
1.12345 |
PP |
1.12199 |
1.12199 |
1.12199 |
1.12127 |
S1 |
1.11813 |
1.11813 |
1.12042 |
1.11667 |
S2 |
1.11521 |
1.11521 |
1.11980 |
|
S3 |
1.10843 |
1.11135 |
1.11918 |
|
S4 |
1.10165 |
1.10457 |
1.11731 |
|
|
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% |
0.00639 |
0.6% |
56% |
False |
False |
135,392 |
10 |
1.12813 |
1.11230 |
0.01583 |
1.4% |
0.00658 |
0.6% |
55% |
False |
False |
133,013 |
20 |
1.13268 |
1.11230 |
0.02038 |
1.8% |
0.00687 |
0.6% |
43% |
False |
False |
133,159 |
40 |
1.13660 |
1.10465 |
0.03195 |
2.9% |
0.00704 |
0.6% |
51% |
False |
False |
132,344 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00716 |
0.6% |
62% |
False |
False |
139,199 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00837 |
0.7% |
58% |
False |
False |
157,639 |
100 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00815 |
0.7% |
56% |
False |
False |
157,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15468 |
2.618 |
1.14361 |
1.618 |
1.13683 |
1.000 |
1.13264 |
0.618 |
1.13005 |
HIGH |
1.12586 |
0.618 |
1.12327 |
0.500 |
1.12247 |
0.382 |
1.12167 |
LOW |
1.11908 |
0.618 |
1.11489 |
1.000 |
1.11230 |
1.618 |
1.10811 |
2.618 |
1.10133 |
4.250 |
1.09027 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12247 |
1.12347 |
PP |
1.12199 |
1.12266 |
S1 |
1.12152 |
1.12185 |
|