Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.10960 |
1.11033 |
0.00073 |
0.1% |
1.09869 |
High |
1.11256 |
1.11407 |
0.00151 |
0.1% |
1.11407 |
Low |
1.10598 |
1.10796 |
0.00198 |
0.2% |
1.09357 |
Close |
1.11032 |
1.11397 |
0.00365 |
0.3% |
1.11397 |
Range |
0.00658 |
0.00611 |
-0.00047 |
-7.1% |
0.02050 |
ATR |
0.00713 |
0.00705 |
-0.00007 |
-1.0% |
0.00000 |
Volume |
147,344 |
136,958 |
-10,386 |
-7.0% |
665,920 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13033 |
1.12826 |
1.11733 |
|
R3 |
1.12422 |
1.12215 |
1.11565 |
|
R2 |
1.11811 |
1.11811 |
1.11509 |
|
R1 |
1.11604 |
1.11604 |
1.11453 |
1.11708 |
PP |
1.11200 |
1.11200 |
1.11200 |
1.11252 |
S1 |
1.10993 |
1.10993 |
1.11341 |
1.11097 |
S2 |
1.10589 |
1.10589 |
1.11285 |
|
S3 |
1.09978 |
1.10382 |
1.11229 |
|
S4 |
1.09367 |
1.09771 |
1.11061 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16870 |
1.16184 |
1.12525 |
|
R3 |
1.14820 |
1.14134 |
1.11961 |
|
R2 |
1.12770 |
1.12770 |
1.11773 |
|
R1 |
1.12084 |
1.12084 |
1.11585 |
1.12427 |
PP |
1.10720 |
1.10720 |
1.10720 |
1.10892 |
S1 |
1.10034 |
1.10034 |
1.11209 |
1.10377 |
S2 |
1.08670 |
1.08670 |
1.11021 |
|
S3 |
1.06620 |
1.07984 |
1.10833 |
|
S4 |
1.04570 |
1.05934 |
1.10270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.11407 |
1.09357 |
0.02050 |
1.8% |
0.00732 |
0.7% |
100% |
True |
False |
133,184 |
10 |
1.11407 |
1.08510 |
0.02897 |
2.6% |
0.00689 |
0.6% |
100% |
True |
False |
131,347 |
20 |
1.12014 |
1.08510 |
0.03504 |
3.1% |
0.00704 |
0.6% |
82% |
False |
False |
129,083 |
40 |
1.12813 |
1.08510 |
0.04303 |
3.9% |
0.00684 |
0.6% |
67% |
False |
False |
132,885 |
60 |
1.13660 |
1.08510 |
0.05150 |
4.6% |
0.00705 |
0.6% |
56% |
False |
False |
135,171 |
80 |
1.13660 |
1.08510 |
0.05150 |
4.6% |
0.00702 |
0.6% |
56% |
False |
False |
132,831 |
100 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00790 |
0.7% |
50% |
False |
False |
148,135 |
120 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00800 |
0.7% |
50% |
False |
False |
152,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14004 |
2.618 |
1.13007 |
1.618 |
1.12396 |
1.000 |
1.12018 |
0.618 |
1.11785 |
HIGH |
1.11407 |
0.618 |
1.11174 |
0.500 |
1.11102 |
0.382 |
1.11029 |
LOW |
1.10796 |
0.618 |
1.10418 |
1.000 |
1.10185 |
1.618 |
1.09807 |
2.618 |
1.09196 |
4.250 |
1.08199 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.11299 |
1.11248 |
PP |
1.11200 |
1.11099 |
S1 |
1.11102 |
1.10950 |
|