Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.08301 |
1.07360 |
-0.00941 |
-0.9% |
1.10670 |
High |
1.08398 |
1.08162 |
-0.00236 |
-0.2% |
1.12992 |
Low |
1.07090 |
1.07140 |
0.00050 |
0.0% |
1.08304 |
Close |
1.07360 |
1.07198 |
-0.00162 |
-0.2% |
1.08531 |
Range |
0.01308 |
0.01022 |
-0.00286 |
-21.9% |
0.04688 |
ATR |
0.00982 |
0.00985 |
0.00003 |
0.3% |
0.00000 |
Volume |
208,280 |
195,225 |
-13,055 |
-6.3% |
1,020,858 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10566 |
1.09904 |
1.07760 |
|
R3 |
1.09544 |
1.08882 |
1.07479 |
|
R2 |
1.08522 |
1.08522 |
1.07385 |
|
R1 |
1.07860 |
1.07860 |
1.07292 |
1.07680 |
PP |
1.07500 |
1.07500 |
1.07500 |
1.07410 |
S1 |
1.06838 |
1.06838 |
1.07104 |
1.06658 |
S2 |
1.06478 |
1.06478 |
1.07011 |
|
S3 |
1.05456 |
1.05816 |
1.06917 |
|
S4 |
1.04434 |
1.04794 |
1.06636 |
|
|
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% |
0.01614 |
1.5% |
2% |
False |
False |
234,416 |
10 |
1.12992 |
1.07090 |
0.05902 |
5.5% |
0.01148 |
1.1% |
2% |
False |
False |
185,614 |
20 |
1.12992 |
1.07090 |
0.05902 |
5.5% |
0.00935 |
0.9% |
2% |
False |
False |
155,089 |
40 |
1.12992 |
1.07090 |
0.05902 |
5.5% |
0.00808 |
0.8% |
2% |
False |
False |
144,943 |
60 |
1.13392 |
1.07090 |
0.06302 |
5.9% |
0.00777 |
0.7% |
2% |
False |
False |
141,353 |
80 |
1.13660 |
1.07090 |
0.06570 |
6.1% |
0.00766 |
0.7% |
2% |
False |
False |
138,989 |
100 |
1.13660 |
1.07090 |
0.06570 |
6.1% |
0.00770 |
0.7% |
2% |
False |
False |
144,402 |
120 |
1.14258 |
1.07090 |
0.07168 |
6.7% |
0.00842 |
0.8% |
2% |
False |
False |
155,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.12506 |
2.618 |
1.10838 |
1.618 |
1.09816 |
1.000 |
1.09184 |
0.618 |
1.08794 |
HIGH |
1.08162 |
0.618 |
1.07772 |
0.500 |
1.07651 |
0.382 |
1.07530 |
LOW |
1.07140 |
0.618 |
1.06508 |
1.000 |
1.06118 |
1.618 |
1.05486 |
2.618 |
1.04464 |
4.250 |
1.02797 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.07651 |
1.08161 |
PP |
1.07500 |
1.07840 |
S1 |
1.07349 |
1.07519 |
|