Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.09783 |
1.09726 |
-0.00057 |
-0.1% |
1.11805 |
High |
1.10043 |
1.10297 |
0.00254 |
0.2% |
1.12014 |
Low |
1.09547 |
1.09157 |
-0.00390 |
-0.4% |
1.09697 |
Close |
1.09729 |
1.09282 |
-0.00447 |
-0.4% |
1.09708 |
Range |
0.00496 |
0.01140 |
0.00644 |
129.8% |
0.02317 |
ATR |
0.00678 |
0.00711 |
0.00033 |
4.9% |
0.00000 |
Volume |
100,201 |
140,148 |
39,947 |
39.9% |
710,221 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12999 |
1.12280 |
1.09909 |
|
R3 |
1.11859 |
1.11140 |
1.09596 |
|
R2 |
1.10719 |
1.10719 |
1.09491 |
|
R1 |
1.10000 |
1.10000 |
1.09387 |
1.09790 |
PP |
1.09579 |
1.09579 |
1.09579 |
1.09473 |
S1 |
1.08860 |
1.08860 |
1.09178 |
1.08650 |
S2 |
1.08439 |
1.08439 |
1.09073 |
|
S3 |
1.07299 |
1.07720 |
1.08969 |
|
S4 |
1.06159 |
1.06580 |
1.08655 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17424 |
1.15883 |
1.10982 |
|
R3 |
1.15107 |
1.13566 |
1.10345 |
|
R2 |
1.12790 |
1.12790 |
1.10133 |
|
R1 |
1.11249 |
1.11249 |
1.09920 |
1.10861 |
PP |
1.10473 |
1.10473 |
1.10473 |
1.10279 |
S1 |
1.08932 |
1.08932 |
1.09496 |
1.08544 |
S2 |
1.08156 |
1.08156 |
1.09283 |
|
S3 |
1.05839 |
1.06615 |
1.09071 |
|
S4 |
1.03522 |
1.04298 |
1.08434 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.10578 |
1.09157 |
0.01421 |
1.3% |
0.00703 |
0.6% |
9% |
False |
True |
114,362 |
10 |
1.12045 |
1.09157 |
0.02888 |
2.6% |
0.00751 |
0.7% |
4% |
False |
True |
133,492 |
20 |
1.12786 |
1.09157 |
0.03629 |
3.3% |
0.00690 |
0.6% |
3% |
False |
True |
131,588 |
40 |
1.13392 |
1.09157 |
0.04235 |
3.9% |
0.00713 |
0.7% |
3% |
False |
True |
133,679 |
60 |
1.13660 |
1.09157 |
0.04503 |
4.1% |
0.00709 |
0.6% |
3% |
False |
True |
132,885 |
80 |
1.13660 |
1.09157 |
0.04503 |
4.1% |
0.00723 |
0.7% |
3% |
False |
True |
139,006 |
100 |
1.14258 |
1.09117 |
0.05141 |
4.7% |
0.00825 |
0.8% |
3% |
False |
False |
154,226 |
120 |
1.14749 |
1.09117 |
0.05632 |
5.2% |
0.00795 |
0.7% |
3% |
False |
False |
154,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15142 |
2.618 |
1.13282 |
1.618 |
1.12142 |
1.000 |
1.11437 |
0.618 |
1.11002 |
HIGH |
1.10297 |
0.618 |
1.09862 |
0.500 |
1.09727 |
0.382 |
1.09592 |
LOW |
1.09157 |
0.618 |
1.08452 |
1.000 |
1.08017 |
1.618 |
1.07312 |
2.618 |
1.06172 |
4.250 |
1.04312 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.09727 |
1.09727 |
PP |
1.09579 |
1.09579 |
S1 |
1.09430 |
1.09430 |
|