Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.07360 |
1.07220 |
-0.00140 |
-0.1% |
1.10670 |
High |
1.08162 |
1.07593 |
-0.00569 |
-0.5% |
1.12992 |
Low |
1.07140 |
1.06657 |
-0.00483 |
-0.5% |
1.08304 |
Close |
1.07198 |
1.06899 |
-0.00299 |
-0.3% |
1.08531 |
Range |
0.01022 |
0.00936 |
-0.00086 |
-8.4% |
0.04688 |
ATR |
0.00985 |
0.00981 |
-0.00003 |
-0.4% |
0.00000 |
Volume |
195,225 |
186,370 |
-8,855 |
-4.5% |
1,020,858 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09858 |
1.09314 |
1.07414 |
|
R3 |
1.08922 |
1.08378 |
1.07156 |
|
R2 |
1.07986 |
1.07986 |
1.07071 |
|
R1 |
1.07442 |
1.07442 |
1.06985 |
1.07246 |
PP |
1.07050 |
1.07050 |
1.07050 |
1.06952 |
S1 |
1.06506 |
1.06506 |
1.06813 |
1.06310 |
S2 |
1.06114 |
1.06114 |
1.06727 |
|
S3 |
1.05178 |
1.05570 |
1.06642 |
|
S4 |
1.04242 |
1.04634 |
1.06384 |
|
|
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 |
1.09533 |
1.06657 |
0.02876 |
2.7% |
0.01018 |
1.0% |
8% |
False |
True |
194,938 |
10 |
1.12992 |
1.06657 |
0.06335 |
5.9% |
0.01168 |
1.1% |
4% |
False |
True |
189,503 |
20 |
1.12992 |
1.06657 |
0.06335 |
5.9% |
0.00957 |
0.9% |
4% |
False |
True |
159,398 |
40 |
1.12992 |
1.06657 |
0.06335 |
5.9% |
0.00814 |
0.8% |
4% |
False |
True |
145,376 |
60 |
1.13392 |
1.06657 |
0.06735 |
6.3% |
0.00782 |
0.7% |
4% |
False |
True |
142,052 |
80 |
1.13660 |
1.06657 |
0.07003 |
6.6% |
0.00765 |
0.7% |
3% |
False |
True |
139,468 |
100 |
1.13660 |
1.06657 |
0.07003 |
6.6% |
0.00771 |
0.7% |
3% |
False |
True |
144,165 |
120 |
1.14258 |
1.06657 |
0.07601 |
7.1% |
0.00844 |
0.8% |
3% |
False |
True |
155,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11571 |
2.618 |
1.10043 |
1.618 |
1.09107 |
1.000 |
1.08529 |
0.618 |
1.08171 |
HIGH |
1.07593 |
0.618 |
1.07235 |
0.500 |
1.07125 |
0.382 |
1.07015 |
LOW |
1.06657 |
0.618 |
1.06079 |
1.000 |
1.05721 |
1.618 |
1.05143 |
2.618 |
1.04207 |
4.250 |
1.02679 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.07125 |
1.07528 |
PP |
1.07050 |
1.07318 |
S1 |
1.06974 |
1.07109 |
|