Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.09869 |
1.09794 |
-0.00075 |
-0.1% |
1.08812 |
High |
1.09906 |
1.10687 |
0.00781 |
0.7% |
1.09914 |
Low |
1.09357 |
1.09583 |
0.00226 |
0.2% |
1.08510 |
Close |
1.09799 |
1.10552 |
0.00753 |
0.7% |
1.09838 |
Range |
0.00549 |
0.01104 |
0.00555 |
101.1% |
0.01404 |
ATR |
0.00686 |
0.00715 |
0.00030 |
4.4% |
0.00000 |
Volume |
111,937 |
122,198 |
10,261 |
9.2% |
647,556 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13586 |
1.13173 |
1.11159 |
|
R3 |
1.12482 |
1.12069 |
1.10856 |
|
R2 |
1.11378 |
1.11378 |
1.10754 |
|
R1 |
1.10965 |
1.10965 |
1.10653 |
1.11172 |
PP |
1.10274 |
1.10274 |
1.10274 |
1.10377 |
S1 |
1.09861 |
1.09861 |
1.10451 |
1.10068 |
S2 |
1.09170 |
1.09170 |
1.10350 |
|
S3 |
1.08066 |
1.08757 |
1.10248 |
|
S4 |
1.06962 |
1.07653 |
1.09945 |
|
|
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 |
1.10687 |
1.08743 |
0.01944 |
1.8% |
0.00788 |
0.7% |
93% |
True |
False |
128,631 |
10 |
1.10687 |
1.08510 |
0.02177 |
2.0% |
0.00722 |
0.7% |
94% |
True |
False |
124,564 |
20 |
1.12332 |
1.08510 |
0.03822 |
3.5% |
0.00713 |
0.6% |
53% |
False |
False |
129,766 |
40 |
1.13268 |
1.08510 |
0.04758 |
4.3% |
0.00689 |
0.6% |
43% |
False |
False |
132,762 |
60 |
1.13660 |
1.08510 |
0.05150 |
4.7% |
0.00709 |
0.6% |
40% |
False |
False |
133,583 |
80 |
1.13660 |
1.08510 |
0.05150 |
4.7% |
0.00711 |
0.6% |
40% |
False |
False |
133,213 |
100 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00804 |
0.7% |
36% |
False |
False |
149,972 |
120 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00800 |
0.7% |
36% |
False |
False |
152,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15379 |
2.618 |
1.13577 |
1.618 |
1.12473 |
1.000 |
1.11791 |
0.618 |
1.11369 |
HIGH |
1.10687 |
0.618 |
1.10265 |
0.500 |
1.10135 |
0.382 |
1.10005 |
LOW |
1.09583 |
0.618 |
1.08901 |
1.000 |
1.08479 |
1.618 |
1.07797 |
2.618 |
1.06693 |
4.250 |
1.04891 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.10413 |
1.10304 |
PP |
1.10274 |
1.10055 |
S1 |
1.10135 |
1.09807 |
|