Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.12037 |
1.12030 |
-0.00007 |
0.0% |
1.12263 |
High |
1.12332 |
1.12122 |
-0.00210 |
-0.2% |
1.12786 |
Low |
1.11895 |
1.11393 |
-0.00502 |
-0.4% |
1.11529 |
Close |
1.12035 |
1.11502 |
-0.00533 |
-0.5% |
1.12326 |
Range |
0.00437 |
0.00729 |
0.00292 |
66.8% |
0.01257 |
ATR |
0.00672 |
0.00676 |
0.00004 |
0.6% |
0.00000 |
Volume |
131,343 |
123,769 |
-7,574 |
-5.8% |
665,951 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13859 |
1.13410 |
1.11903 |
|
R3 |
1.13130 |
1.12681 |
1.11702 |
|
R2 |
1.12401 |
1.12401 |
1.11636 |
|
R1 |
1.11952 |
1.11952 |
1.11569 |
1.11812 |
PP |
1.11672 |
1.11672 |
1.11672 |
1.11603 |
S1 |
1.11223 |
1.11223 |
1.11435 |
1.11083 |
S2 |
1.10943 |
1.10943 |
1.11368 |
|
S3 |
1.10214 |
1.10494 |
1.11302 |
|
S4 |
1.09485 |
1.09765 |
1.11101 |
|
|
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 |
1.12480 |
1.11379 |
0.01101 |
1.0% |
0.00700 |
0.6% |
11% |
False |
False |
132,996 |
10 |
1.12786 |
1.11379 |
0.01407 |
1.3% |
0.00629 |
0.6% |
9% |
False |
False |
129,684 |
20 |
1.12848 |
1.11230 |
0.01618 |
1.5% |
0.00656 |
0.6% |
17% |
False |
False |
134,150 |
40 |
1.13660 |
1.11230 |
0.02430 |
2.2% |
0.00703 |
0.6% |
11% |
False |
False |
136,354 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00705 |
0.6% |
48% |
False |
False |
133,522 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00808 |
0.7% |
46% |
False |
False |
152,931 |
100 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00814 |
0.7% |
46% |
False |
False |
156,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15220 |
2.618 |
1.14031 |
1.618 |
1.13302 |
1.000 |
1.12851 |
0.618 |
1.12573 |
HIGH |
1.12122 |
0.618 |
1.11844 |
0.500 |
1.11758 |
0.382 |
1.11671 |
LOW |
1.11393 |
0.618 |
1.10942 |
1.000 |
1.10664 |
1.618 |
1.10213 |
2.618 |
1.09484 |
4.250 |
1.08295 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11758 |
1.11880 |
PP |
1.11672 |
1.11754 |
S1 |
1.11587 |
1.11628 |
|