Trading Metrics calculated at close of trading on 29-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12124 |
1.12170 |
0.00046 |
0.0% |
1.11556 |
High |
1.12366 |
1.12494 |
0.00128 |
0.1% |
1.12571 |
Low |
1.11818 |
1.11969 |
0.00151 |
0.1% |
1.11230 |
Close |
1.12160 |
1.12201 |
0.00041 |
0.0% |
1.12250 |
Range |
0.00548 |
0.00525 |
-0.00023 |
-4.2% |
0.01341 |
ATR |
0.00678 |
0.00667 |
-0.00011 |
-1.6% |
0.00000 |
Volume |
127,391 |
132,024 |
4,633 |
3.6% |
660,734 |
|
Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13796 |
1.13524 |
1.12490 |
|
R3 |
1.13271 |
1.12999 |
1.12345 |
|
R2 |
1.12746 |
1.12746 |
1.12297 |
|
R1 |
1.12474 |
1.12474 |
1.12249 |
1.12610 |
PP |
1.12221 |
1.12221 |
1.12221 |
1.12290 |
S1 |
1.11949 |
1.11949 |
1.12153 |
1.12085 |
S2 |
1.11696 |
1.11696 |
1.12105 |
|
S3 |
1.11171 |
1.11424 |
1.12057 |
|
S4 |
1.10646 |
1.10899 |
1.11912 |
|
|
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 |
1.11818 |
0.00968 |
0.9% |
0.00558 |
0.5% |
40% |
False |
False |
126,372 |
10 |
1.12786 |
1.11230 |
0.01556 |
1.4% |
0.00639 |
0.6% |
62% |
False |
False |
130,532 |
20 |
1.13268 |
1.11230 |
0.02038 |
1.8% |
0.00681 |
0.6% |
48% |
False |
False |
132,577 |
40 |
1.13660 |
1.10465 |
0.03195 |
2.8% |
0.00699 |
0.6% |
54% |
False |
False |
132,983 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00711 |
0.6% |
65% |
False |
False |
136,812 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00830 |
0.7% |
60% |
False |
False |
156,668 |
100 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00813 |
0.7% |
60% |
False |
False |
157,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14725 |
2.618 |
1.13868 |
1.618 |
1.13343 |
1.000 |
1.13019 |
0.618 |
1.12818 |
HIGH |
1.12494 |
0.618 |
1.12293 |
0.500 |
1.12232 |
0.382 |
1.12170 |
LOW |
1.11969 |
0.618 |
1.11645 |
1.000 |
1.11444 |
1.618 |
1.11120 |
2.618 |
1.10595 |
4.250 |
1.09738 |
|
|
Fisher Pivots for day following 29-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12232 |
1.12202 |
PP |
1.12221 |
1.12202 |
S1 |
1.12211 |
1.12201 |
|