Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.08915 |
1.08301 |
-0.00614 |
-0.6% |
1.10670 |
High |
1.09231 |
1.08398 |
-0.00833 |
-0.8% |
1.12992 |
Low |
1.08304 |
1.07090 |
-0.01214 |
-1.1% |
1.08304 |
Close |
1.08531 |
1.07360 |
-0.01171 |
-1.1% |
1.08531 |
Range |
0.00927 |
0.01308 |
0.00381 |
41.1% |
0.04688 |
ATR |
0.00947 |
0.00982 |
0.00035 |
3.7% |
0.00000 |
Volume |
190,248 |
208,280 |
18,032 |
9.5% |
1,020,858 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.11540 |
1.10758 |
1.08079 |
|
R3 |
1.10232 |
1.09450 |
1.07720 |
|
R2 |
1.08924 |
1.08924 |
1.07600 |
|
R1 |
1.08142 |
1.08142 |
1.07480 |
1.07879 |
PP |
1.07616 |
1.07616 |
1.07616 |
1.07485 |
S1 |
1.06834 |
1.06834 |
1.07240 |
1.06571 |
S2 |
1.06308 |
1.06308 |
1.07120 |
|
S3 |
1.05000 |
1.05526 |
1.07000 |
|
S4 |
1.03692 |
1.04218 |
1.06641 |
|
|
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 |
1.07090 |
0.05902 |
5.5% |
0.01526 |
1.4% |
5% |
False |
True |
219,199 |
10 |
1.12992 |
1.07090 |
0.05902 |
5.5% |
0.01157 |
1.1% |
5% |
False |
True |
178,312 |
20 |
1.12992 |
1.07090 |
0.05902 |
5.5% |
0.00912 |
0.8% |
5% |
False |
True |
150,056 |
40 |
1.12992 |
1.07090 |
0.05902 |
5.5% |
0.00799 |
0.7% |
5% |
False |
True |
143,144 |
60 |
1.13546 |
1.07090 |
0.06456 |
6.0% |
0.00769 |
0.7% |
4% |
False |
True |
140,495 |
80 |
1.13660 |
1.07090 |
0.06570 |
6.1% |
0.00759 |
0.7% |
4% |
False |
True |
138,126 |
100 |
1.13660 |
1.07090 |
0.06570 |
6.1% |
0.00770 |
0.7% |
4% |
False |
True |
144,638 |
120 |
1.14258 |
1.07090 |
0.07168 |
6.7% |
0.00838 |
0.8% |
4% |
False |
True |
154,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13957 |
2.618 |
1.11822 |
1.618 |
1.10514 |
1.000 |
1.09706 |
0.618 |
1.09206 |
HIGH |
1.08398 |
0.618 |
1.07898 |
0.500 |
1.07744 |
0.382 |
1.07590 |
LOW |
1.07090 |
0.618 |
1.06282 |
1.000 |
1.05782 |
1.618 |
1.04974 |
2.618 |
1.03666 |
4.250 |
1.01531 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.07744 |
1.08312 |
PP |
1.07616 |
1.07994 |
S1 |
1.07488 |
1.07677 |
|