Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1.12170 |
1.12200 |
0.00030 |
0.0% |
1.12263 |
High |
1.12494 |
1.12480 |
-0.00014 |
0.0% |
1.12786 |
Low |
1.11969 |
1.11529 |
-0.00440 |
-0.4% |
1.11529 |
Close |
1.12201 |
1.12326 |
0.00125 |
0.1% |
1.12326 |
Range |
0.00525 |
0.00951 |
0.00426 |
81.1% |
0.01257 |
ATR |
0.00667 |
0.00688 |
0.00020 |
3.0% |
0.00000 |
Volume |
132,024 |
159,421 |
27,397 |
20.8% |
665,951 |
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14965 |
1.14596 |
1.12849 |
|
R3 |
1.14014 |
1.13645 |
1.12588 |
|
R2 |
1.13063 |
1.13063 |
1.12500 |
|
R1 |
1.12694 |
1.12694 |
1.12413 |
1.12879 |
PP |
1.12112 |
1.12112 |
1.12112 |
1.12204 |
S1 |
1.11743 |
1.11743 |
1.12239 |
1.11928 |
S2 |
1.11161 |
1.11161 |
1.12152 |
|
S3 |
1.10210 |
1.10792 |
1.12064 |
|
S4 |
1.09259 |
1.09841 |
1.11803 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15985 |
1.15412 |
1.13017 |
|
R3 |
1.14728 |
1.14155 |
1.12672 |
|
R2 |
1.13471 |
1.13471 |
1.12556 |
|
R1 |
1.12898 |
1.12898 |
1.12441 |
1.13185 |
PP |
1.12214 |
1.12214 |
1.12214 |
1.12357 |
S1 |
1.11641 |
1.11641 |
1.12211 |
1.11928 |
S2 |
1.10957 |
1.10957 |
1.12096 |
|
S3 |
1.09700 |
1.10384 |
1.11980 |
|
S4 |
1.08443 |
1.09127 |
1.11635 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12786 |
1.11529 |
0.01257 |
1.1% |
0.00656 |
0.6% |
63% |
False |
True |
133,190 |
10 |
1.12786 |
1.11230 |
0.01556 |
1.4% |
0.00633 |
0.6% |
70% |
False |
False |
132,668 |
20 |
1.13268 |
1.11230 |
0.02038 |
1.8% |
0.00678 |
0.6% |
54% |
False |
False |
133,398 |
40 |
1.13660 |
1.10704 |
0.02956 |
2.6% |
0.00694 |
0.6% |
55% |
False |
False |
134,016 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00710 |
0.6% |
68% |
False |
False |
136,362 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00832 |
0.7% |
62% |
False |
False |
156,491 |
100 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00812 |
0.7% |
62% |
False |
False |
157,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16522 |
2.618 |
1.14970 |
1.618 |
1.14019 |
1.000 |
1.13431 |
0.618 |
1.13068 |
HIGH |
1.12480 |
0.618 |
1.12117 |
0.500 |
1.12005 |
0.382 |
1.11892 |
LOW |
1.11529 |
0.618 |
1.10941 |
1.000 |
1.10578 |
1.618 |
1.09990 |
2.618 |
1.09039 |
4.250 |
1.07487 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1.12219 |
1.12221 |
PP |
1.12112 |
1.12116 |
S1 |
1.12005 |
1.12012 |
|