Trading Metrics calculated at close of trading on 11-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.11805 |
1.11360 |
-0.00445 |
-0.4% |
1.12278 |
High |
1.12014 |
1.11420 |
-0.00594 |
-0.5% |
1.12431 |
Low |
1.11310 |
1.10488 |
-0.00822 |
-0.7% |
1.11041 |
Close |
1.11364 |
1.10532 |
-0.00832 |
-0.7% |
1.11988 |
Range |
0.00704 |
0.00932 |
0.00228 |
32.4% |
0.01390 |
ATR |
0.00700 |
0.00716 |
0.00017 |
2.4% |
0.00000 |
Volume |
132,615 |
140,826 |
8,211 |
6.2% |
695,903 |
|
Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13609 |
1.13003 |
1.11045 |
|
R3 |
1.12677 |
1.12071 |
1.10788 |
|
R2 |
1.11745 |
1.11745 |
1.10703 |
|
R1 |
1.11139 |
1.11139 |
1.10617 |
1.10976 |
PP |
1.10813 |
1.10813 |
1.10813 |
1.10732 |
S1 |
1.10207 |
1.10207 |
1.10447 |
1.10044 |
S2 |
1.09881 |
1.09881 |
1.10361 |
|
S3 |
1.08949 |
1.09275 |
1.10276 |
|
S4 |
1.08017 |
1.08343 |
1.10019 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15990 |
1.15379 |
1.12753 |
|
R3 |
1.14600 |
1.13989 |
1.12370 |
|
R2 |
1.13210 |
1.13210 |
1.12243 |
|
R1 |
1.12599 |
1.12599 |
1.12115 |
1.12210 |
PP |
1.11820 |
1.11820 |
1.11820 |
1.11625 |
S1 |
1.11209 |
1.11209 |
1.11861 |
1.10820 |
S2 |
1.10430 |
1.10430 |
1.11733 |
|
S3 |
1.09040 |
1.09819 |
1.11606 |
|
S4 |
1.07650 |
1.08429 |
1.11224 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12332 |
1.10488 |
0.01844 |
1.7% |
0.00761 |
0.7% |
2% |
False |
True |
143,779 |
10 |
1.12494 |
1.10488 |
0.02006 |
1.8% |
0.00721 |
0.7% |
2% |
False |
True |
138,818 |
20 |
1.12813 |
1.10488 |
0.02325 |
2.1% |
0.00689 |
0.6% |
2% |
False |
True |
135,915 |
40 |
1.13660 |
1.10488 |
0.03172 |
2.9% |
0.00698 |
0.6% |
1% |
False |
True |
138,098 |
60 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00707 |
0.6% |
24% |
False |
False |
134,520 |
80 |
1.14258 |
1.09117 |
0.05141 |
4.7% |
0.00808 |
0.7% |
28% |
False |
False |
151,509 |
100 |
1.14258 |
1.09117 |
0.05141 |
4.7% |
0.00821 |
0.7% |
28% |
False |
False |
156,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15381 |
2.618 |
1.13860 |
1.618 |
1.12928 |
1.000 |
1.12352 |
0.618 |
1.11996 |
HIGH |
1.11420 |
0.618 |
1.11064 |
0.500 |
1.10954 |
0.382 |
1.10844 |
LOW |
1.10488 |
0.618 |
1.09912 |
1.000 |
1.09556 |
1.618 |
1.08980 |
2.618 |
1.08048 |
4.250 |
1.06527 |
|
|
Fisher Pivots for day following 11-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.10954 |
1.11267 |
PP |
1.10813 |
1.11022 |
S1 |
1.10673 |
1.10777 |
|