Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1.09070 |
1.08960 |
-0.00110 |
-0.1% |
1.08812 |
High |
1.09417 |
1.09914 |
0.00497 |
0.5% |
1.09914 |
Low |
1.08827 |
1.08927 |
0.00100 |
0.1% |
1.08510 |
Close |
1.08953 |
1.09838 |
0.00885 |
0.8% |
1.09838 |
Range |
0.00590 |
0.00987 |
0.00397 |
67.3% |
0.01404 |
ATR |
0.00674 |
0.00696 |
0.00022 |
3.3% |
0.00000 |
Volume |
132,698 |
147,180 |
14,482 |
10.9% |
647,556 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12521 |
1.12166 |
1.10381 |
|
R3 |
1.11534 |
1.11179 |
1.10109 |
|
R2 |
1.10547 |
1.10547 |
1.10019 |
|
R1 |
1.10192 |
1.10192 |
1.09928 |
1.10370 |
PP |
1.09560 |
1.09560 |
1.09560 |
1.09648 |
S1 |
1.09205 |
1.09205 |
1.09748 |
1.09383 |
S2 |
1.08573 |
1.08573 |
1.09657 |
|
S3 |
1.07586 |
1.08218 |
1.09567 |
|
S4 |
1.06599 |
1.07231 |
1.09295 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13633 |
1.13139 |
1.10610 |
|
R3 |
1.12229 |
1.11735 |
1.10224 |
|
R2 |
1.10825 |
1.10825 |
1.10095 |
|
R1 |
1.10331 |
1.10331 |
1.09967 |
1.10578 |
PP |
1.09421 |
1.09421 |
1.09421 |
1.09544 |
S1 |
1.08927 |
1.08927 |
1.09709 |
1.09174 |
S2 |
1.08017 |
1.08017 |
1.09581 |
|
S3 |
1.06613 |
1.07523 |
1.09452 |
|
S4 |
1.05209 |
1.06119 |
1.09066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.09914 |
1.08510 |
0.01404 |
1.3% |
0.00645 |
0.6% |
95% |
True |
False |
129,511 |
10 |
1.10297 |
1.08510 |
0.01787 |
1.6% |
0.00656 |
0.6% |
74% |
False |
False |
120,552 |
20 |
1.12431 |
1.08510 |
0.03921 |
3.6% |
0.00699 |
0.6% |
34% |
False |
False |
130,582 |
40 |
1.13268 |
1.08510 |
0.04758 |
4.3% |
0.00689 |
0.6% |
28% |
False |
False |
131,990 |
60 |
1.13660 |
1.08510 |
0.05150 |
4.7% |
0.00696 |
0.6% |
26% |
False |
False |
132,871 |
80 |
1.13660 |
1.08510 |
0.05150 |
4.7% |
0.00707 |
0.6% |
26% |
False |
False |
134,917 |
100 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00806 |
0.7% |
23% |
False |
False |
151,310 |
120 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00793 |
0.7% |
23% |
False |
False |
152,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14109 |
2.618 |
1.12498 |
1.618 |
1.11511 |
1.000 |
1.10901 |
0.618 |
1.10524 |
HIGH |
1.09914 |
0.618 |
1.09537 |
0.500 |
1.09421 |
0.382 |
1.09304 |
LOW |
1.08927 |
0.618 |
1.08317 |
1.000 |
1.07940 |
1.618 |
1.07330 |
2.618 |
1.06343 |
4.250 |
1.04732 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1.09699 |
1.09668 |
PP |
1.09560 |
1.09498 |
S1 |
1.09421 |
1.09329 |
|