Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.08860 |
1.09070 |
0.00210 |
0.2% |
1.09688 |
High |
1.09453 |
1.09417 |
-0.00036 |
0.0% |
1.10297 |
Low |
1.08743 |
1.08827 |
0.00084 |
0.1% |
1.08594 |
Close |
1.09072 |
1.08953 |
-0.00119 |
-0.1% |
1.08813 |
Range |
0.00710 |
0.00590 |
-0.00120 |
-16.9% |
0.01703 |
ATR |
0.00680 |
0.00674 |
-0.00006 |
-0.9% |
0.00000 |
Volume |
129,142 |
132,698 |
3,556 |
2.8% |
557,965 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10836 |
1.10484 |
1.09278 |
|
R3 |
1.10246 |
1.09894 |
1.09115 |
|
R2 |
1.09656 |
1.09656 |
1.09061 |
|
R1 |
1.09304 |
1.09304 |
1.09007 |
1.09185 |
PP |
1.09066 |
1.09066 |
1.09066 |
1.09006 |
S1 |
1.08714 |
1.08714 |
1.08899 |
1.08595 |
S2 |
1.08476 |
1.08476 |
1.08845 |
|
S3 |
1.07886 |
1.08124 |
1.08791 |
|
S4 |
1.07296 |
1.07534 |
1.08629 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14344 |
1.13281 |
1.09750 |
|
R3 |
1.12641 |
1.11578 |
1.09281 |
|
R2 |
1.10938 |
1.10938 |
1.09125 |
|
R1 |
1.09875 |
1.09875 |
1.08969 |
1.09555 |
PP |
1.09235 |
1.09235 |
1.09235 |
1.09075 |
S1 |
1.08172 |
1.08172 |
1.08657 |
1.07852 |
S2 |
1.07532 |
1.07532 |
1.08501 |
|
S3 |
1.05829 |
1.06469 |
1.08345 |
|
S4 |
1.04126 |
1.04766 |
1.07876 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.09453 |
1.08510 |
0.00943 |
0.9% |
0.00588 |
0.5% |
47% |
False |
False |
124,797 |
10 |
1.10578 |
1.08510 |
0.02068 |
1.9% |
0.00646 |
0.6% |
21% |
False |
False |
119,579 |
20 |
1.12480 |
1.08510 |
0.03970 |
3.6% |
0.00697 |
0.6% |
11% |
False |
False |
131,194 |
40 |
1.13268 |
1.08510 |
0.04758 |
4.4% |
0.00689 |
0.6% |
9% |
False |
False |
131,885 |
60 |
1.13660 |
1.08510 |
0.05150 |
4.7% |
0.00698 |
0.6% |
9% |
False |
False |
132,386 |
80 |
1.13660 |
1.08510 |
0.05150 |
4.7% |
0.00708 |
0.6% |
9% |
False |
False |
135,407 |
100 |
1.14258 |
1.08510 |
0.05748 |
5.3% |
0.00803 |
0.7% |
8% |
False |
False |
151,573 |
120 |
1.14258 |
1.08510 |
0.05748 |
5.3% |
0.00793 |
0.7% |
8% |
False |
False |
153,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11925 |
2.618 |
1.10962 |
1.618 |
1.10372 |
1.000 |
1.10007 |
0.618 |
1.09782 |
HIGH |
1.09417 |
0.618 |
1.09192 |
0.500 |
1.09122 |
0.382 |
1.09052 |
LOW |
1.08827 |
0.618 |
1.08462 |
1.000 |
1.08237 |
1.618 |
1.07872 |
2.618 |
1.07282 |
4.250 |
1.06320 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.09122 |
1.08982 |
PP |
1.09066 |
1.08972 |
S1 |
1.09009 |
1.08963 |
|