Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.10560 |
1.10960 |
0.00400 |
0.4% |
1.08812 |
High |
1.11230 |
1.11256 |
0.00026 |
0.0% |
1.09914 |
Low |
1.10493 |
1.10598 |
0.00105 |
0.1% |
1.08510 |
Close |
1.10961 |
1.11032 |
0.00071 |
0.1% |
1.09838 |
Range |
0.00737 |
0.00658 |
-0.00079 |
-10.7% |
0.01404 |
ATR |
0.00717 |
0.00713 |
-0.00004 |
-0.6% |
0.00000 |
Volume |
147,483 |
147,344 |
-139 |
-0.1% |
647,556 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12936 |
1.12642 |
1.11394 |
|
R3 |
1.12278 |
1.11984 |
1.11213 |
|
R2 |
1.11620 |
1.11620 |
1.11153 |
|
R1 |
1.11326 |
1.11326 |
1.11092 |
1.11473 |
PP |
1.10962 |
1.10962 |
1.10962 |
1.11036 |
S1 |
1.10668 |
1.10668 |
1.10972 |
1.10815 |
S2 |
1.10304 |
1.10304 |
1.10911 |
|
S3 |
1.09646 |
1.10010 |
1.10851 |
|
S4 |
1.08988 |
1.09352 |
1.10670 |
|
|
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 |
1.11256 |
1.08927 |
0.02329 |
2.1% |
0.00807 |
0.7% |
90% |
True |
False |
135,228 |
10 |
1.11256 |
1.08510 |
0.02746 |
2.5% |
0.00698 |
0.6% |
92% |
True |
False |
130,012 |
20 |
1.12045 |
1.08510 |
0.03535 |
3.2% |
0.00724 |
0.7% |
71% |
False |
False |
131,752 |
40 |
1.12848 |
1.08510 |
0.04338 |
3.9% |
0.00690 |
0.6% |
58% |
False |
False |
132,951 |
60 |
1.13660 |
1.08510 |
0.05150 |
4.6% |
0.00710 |
0.6% |
49% |
False |
False |
134,820 |
80 |
1.13660 |
1.08510 |
0.05150 |
4.6% |
0.00709 |
0.6% |
49% |
False |
False |
133,080 |
100 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00791 |
0.7% |
44% |
False |
False |
148,695 |
120 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00799 |
0.7% |
44% |
False |
False |
152,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14053 |
2.618 |
1.12979 |
1.618 |
1.12321 |
1.000 |
1.11914 |
0.618 |
1.11663 |
HIGH |
1.11256 |
0.618 |
1.11005 |
0.500 |
1.10927 |
0.382 |
1.10849 |
LOW |
1.10598 |
0.618 |
1.10191 |
1.000 |
1.09940 |
1.618 |
1.09533 |
2.618 |
1.08875 |
4.250 |
1.07802 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.10997 |
1.10828 |
PP |
1.10962 |
1.10624 |
S1 |
1.10927 |
1.10420 |
|