Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.16748 |
1.17443 |
0.00695 |
0.6% |
1.16622 |
High |
1.17637 |
1.18452 |
0.00815 |
0.7% |
1.17764 |
Low |
1.16711 |
1.17228 |
0.00517 |
0.4% |
1.16127 |
Close |
1.17454 |
1.18409 |
0.00955 |
0.8% |
1.17454 |
Range |
0.00926 |
0.01224 |
0.00298 |
32.2% |
0.01637 |
ATR |
0.00844 |
0.00871 |
0.00027 |
3.2% |
0.00000 |
Volume |
334,763 |
285,038 |
-49,725 |
-14.9% |
1,565,159 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.21702 |
1.21279 |
1.19082 |
|
R3 |
1.20478 |
1.20055 |
1.18746 |
|
R2 |
1.19254 |
1.19254 |
1.18633 |
|
R1 |
1.18831 |
1.18831 |
1.18521 |
1.19043 |
PP |
1.18030 |
1.18030 |
1.18030 |
1.18135 |
S1 |
1.17607 |
1.17607 |
1.18297 |
1.17819 |
S2 |
1.16806 |
1.16806 |
1.18185 |
|
S3 |
1.15582 |
1.16383 |
1.18072 |
|
S4 |
1.14358 |
1.15159 |
1.17736 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.22026 |
1.21377 |
1.18354 |
|
R3 |
1.20389 |
1.19740 |
1.17904 |
|
R2 |
1.18752 |
1.18752 |
1.17754 |
|
R1 |
1.18103 |
1.18103 |
1.17604 |
1.18428 |
PP |
1.17115 |
1.17115 |
1.17115 |
1.17277 |
S1 |
1.16466 |
1.16466 |
1.17304 |
1.16791 |
S2 |
1.15478 |
1.15478 |
1.17154 |
|
S3 |
1.13841 |
1.14829 |
1.17004 |
|
S4 |
1.12204 |
1.13192 |
1.16554 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.18452 |
1.16127 |
0.02325 |
2.0% |
0.01099 |
0.9% |
98% |
True |
False |
321,652 |
10 |
1.18452 |
1.14716 |
0.03736 |
3.2% |
0.00997 |
0.8% |
99% |
True |
False |
305,968 |
20 |
1.18452 |
1.13123 |
0.05329 |
4.5% |
0.00849 |
0.7% |
99% |
True |
False |
276,664 |
40 |
1.18452 |
1.11189 |
0.07263 |
6.1% |
0.00768 |
0.6% |
99% |
True |
False |
264,643 |
60 |
1.18452 |
1.08391 |
0.10061 |
8.5% |
0.00762 |
0.6% |
100% |
True |
False |
237,274 |
80 |
1.18452 |
1.05785 |
0.12667 |
10.7% |
0.00750 |
0.6% |
100% |
True |
False |
208,556 |
100 |
1.18452 |
1.05697 |
0.12755 |
10.8% |
0.00730 |
0.6% |
100% |
True |
False |
191,701 |
120 |
1.18452 |
1.04934 |
0.13518 |
11.4% |
0.00730 |
0.6% |
100% |
True |
False |
183,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.23654 |
2.618 |
1.21656 |
1.618 |
1.20432 |
1.000 |
1.19676 |
0.618 |
1.19208 |
HIGH |
1.18452 |
0.618 |
1.17984 |
0.500 |
1.17840 |
0.382 |
1.17696 |
LOW |
1.17228 |
0.618 |
1.16472 |
1.000 |
1.16004 |
1.618 |
1.15248 |
2.618 |
1.14024 |
4.250 |
1.12026 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.18219 |
1.18098 |
PP |
1.18030 |
1.17786 |
S1 |
1.17840 |
1.17475 |
|