Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.09080 |
1.08915 |
-0.00165 |
-0.2% |
1.10670 |
High |
1.09533 |
1.09231 |
-0.00302 |
-0.3% |
1.12992 |
Low |
1.08636 |
1.08304 |
-0.00332 |
-0.3% |
1.08304 |
Close |
1.08917 |
1.08531 |
-0.00386 |
-0.4% |
1.08531 |
Range |
0.00897 |
0.00927 |
0.00030 |
3.3% |
0.04688 |
ATR |
0.00948 |
0.00947 |
-0.00002 |
-0.2% |
0.00000 |
Volume |
194,570 |
190,248 |
-4,322 |
-2.2% |
1,020,858 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.11470 |
1.10927 |
1.09041 |
|
R3 |
1.10543 |
1.10000 |
1.08786 |
|
R2 |
1.09616 |
1.09616 |
1.08701 |
|
R1 |
1.09073 |
1.09073 |
1.08616 |
1.08881 |
PP |
1.08689 |
1.08689 |
1.08689 |
1.08593 |
S1 |
1.08146 |
1.08146 |
1.08446 |
1.07954 |
S2 |
1.07762 |
1.07762 |
1.08361 |
|
S3 |
1.06835 |
1.07219 |
1.08276 |
|
S4 |
1.05908 |
1.06292 |
1.08021 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.24006 |
1.20957 |
1.11109 |
|
R3 |
1.19318 |
1.16269 |
1.09820 |
|
R2 |
1.14630 |
1.14630 |
1.09390 |
|
R1 |
1.11581 |
1.11581 |
1.08961 |
1.10762 |
PP |
1.09942 |
1.09942 |
1.09942 |
1.09533 |
S1 |
1.06893 |
1.06893 |
1.08101 |
1.06074 |
S2 |
1.05254 |
1.05254 |
1.07672 |
|
S3 |
1.00566 |
1.02205 |
1.07242 |
|
S4 |
0.95878 |
0.97517 |
1.05953 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12992 |
1.08304 |
0.04688 |
4.3% |
0.01429 |
1.3% |
5% |
False |
True |
204,171 |
10 |
1.12992 |
1.08304 |
0.04688 |
4.3% |
0.01081 |
1.0% |
5% |
False |
True |
168,677 |
20 |
1.12992 |
1.08304 |
0.04688 |
4.3% |
0.00868 |
0.8% |
5% |
False |
True |
144,614 |
40 |
1.12992 |
1.08304 |
0.04688 |
4.3% |
0.00778 |
0.7% |
5% |
False |
True |
140,627 |
60 |
1.13546 |
1.08304 |
0.05242 |
4.8% |
0.00757 |
0.7% |
4% |
False |
True |
139,423 |
80 |
1.13660 |
1.08304 |
0.05356 |
4.9% |
0.00749 |
0.7% |
4% |
False |
True |
136,916 |
100 |
1.13660 |
1.08304 |
0.05356 |
4.9% |
0.00768 |
0.7% |
4% |
False |
True |
145,255 |
120 |
1.14258 |
1.08304 |
0.05954 |
5.5% |
0.00831 |
0.8% |
4% |
False |
True |
154,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13171 |
2.618 |
1.11658 |
1.618 |
1.10731 |
1.000 |
1.10158 |
0.618 |
1.09804 |
HIGH |
1.09231 |
0.618 |
1.08877 |
0.500 |
1.08768 |
0.382 |
1.08658 |
LOW |
1.08304 |
0.618 |
1.07731 |
1.000 |
1.07377 |
1.618 |
1.06804 |
2.618 |
1.05877 |
4.250 |
1.04364 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.08768 |
1.10648 |
PP |
1.08689 |
1.09942 |
S1 |
1.08610 |
1.09237 |
|