Trading Metrics calculated at close of trading on 28-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12538 |
1.12124 |
-0.00414 |
-0.4% |
1.11556 |
High |
1.12586 |
1.12366 |
-0.00220 |
-0.2% |
1.12571 |
Low |
1.11908 |
1.11818 |
-0.00090 |
-0.1% |
1.11230 |
Close |
1.12104 |
1.12160 |
0.00056 |
0.0% |
1.12250 |
Range |
0.00678 |
0.00548 |
-0.00130 |
-19.2% |
0.01341 |
ATR |
0.00688 |
0.00678 |
-0.00010 |
-1.5% |
0.00000 |
Volume |
131,337 |
127,391 |
-3,946 |
-3.0% |
660,734 |
|
Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13759 |
1.13507 |
1.12461 |
|
R3 |
1.13211 |
1.12959 |
1.12311 |
|
R2 |
1.12663 |
1.12663 |
1.12260 |
|
R1 |
1.12411 |
1.12411 |
1.12210 |
1.12537 |
PP |
1.12115 |
1.12115 |
1.12115 |
1.12178 |
S1 |
1.11863 |
1.11863 |
1.12110 |
1.11989 |
S2 |
1.11567 |
1.11567 |
1.12060 |
|
S3 |
1.11019 |
1.11315 |
1.12009 |
|
S4 |
1.10471 |
1.10767 |
1.11859 |
|
|
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 |
1.11810 |
0.00976 |
0.9% |
0.00606 |
0.5% |
36% |
False |
False |
127,066 |
10 |
1.12813 |
1.11230 |
0.01583 |
1.4% |
0.00648 |
0.6% |
59% |
False |
False |
132,287 |
20 |
1.13268 |
1.11230 |
0.02038 |
1.8% |
0.00693 |
0.6% |
46% |
False |
False |
132,685 |
40 |
1.13660 |
1.10465 |
0.03195 |
2.8% |
0.00696 |
0.6% |
53% |
False |
False |
132,784 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00712 |
0.6% |
64% |
False |
False |
137,685 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00837 |
0.7% |
59% |
False |
False |
157,218 |
100 |
1.14287 |
1.09117 |
0.05170 |
4.6% |
0.00813 |
0.7% |
59% |
False |
False |
157,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14695 |
2.618 |
1.13801 |
1.618 |
1.13253 |
1.000 |
1.12914 |
0.618 |
1.12705 |
HIGH |
1.12366 |
0.618 |
1.12157 |
0.500 |
1.12092 |
0.382 |
1.12027 |
LOW |
1.11818 |
0.618 |
1.11479 |
1.000 |
1.11270 |
1.618 |
1.10931 |
2.618 |
1.10383 |
4.250 |
1.09489 |
|
|
Fisher Pivots for day following 28-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12137 |
1.12302 |
PP |
1.12115 |
1.12255 |
S1 |
1.12092 |
1.12207 |
|