Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1.18003 |
1.18556 |
0.00553 |
0.5% |
1.16622 |
High |
1.19056 |
1.18930 |
-0.00126 |
-0.1% |
1.17764 |
Low |
1.17937 |
1.18304 |
0.00367 |
0.3% |
1.16127 |
Close |
1.18552 |
1.18683 |
0.00131 |
0.1% |
1.17454 |
Range |
0.01119 |
0.00626 |
-0.00493 |
-44.1% |
0.01637 |
ATR |
0.00868 |
0.00851 |
-0.00017 |
-2.0% |
0.00000 |
Volume |
289,306 |
242,910 |
-46,396 |
-16.0% |
1,565,159 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.20517 |
1.20226 |
1.19027 |
|
R3 |
1.19891 |
1.19600 |
1.18855 |
|
R2 |
1.19265 |
1.19265 |
1.18798 |
|
R1 |
1.18974 |
1.18974 |
1.18740 |
1.19120 |
PP |
1.18639 |
1.18639 |
1.18639 |
1.18712 |
S1 |
1.18348 |
1.18348 |
1.18626 |
1.18494 |
S2 |
1.18013 |
1.18013 |
1.18568 |
|
S3 |
1.17387 |
1.17722 |
1.18511 |
|
S4 |
1.16761 |
1.17096 |
1.18339 |
|
|
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 |
1.19056 |
1.16711 |
0.02345 |
2.0% |
0.00891 |
0.8% |
84% |
False |
False |
291,987 |
10 |
1.19056 |
1.16127 |
0.02929 |
2.5% |
0.00900 |
0.8% |
87% |
False |
False |
295,976 |
20 |
1.19056 |
1.13704 |
0.05352 |
4.5% |
0.00868 |
0.7% |
93% |
False |
False |
282,992 |
40 |
1.19056 |
1.11189 |
0.07867 |
6.6% |
0.00777 |
0.7% |
95% |
False |
False |
265,519 |
60 |
1.19056 |
1.08558 |
0.10498 |
8.8% |
0.00772 |
0.7% |
96% |
False |
False |
244,451 |
80 |
1.19056 |
1.06027 |
0.13029 |
11.0% |
0.00753 |
0.6% |
97% |
False |
False |
214,782 |
100 |
1.19056 |
1.05697 |
0.13359 |
11.3% |
0.00727 |
0.6% |
97% |
False |
False |
195,823 |
120 |
1.19056 |
1.04934 |
0.14122 |
11.9% |
0.00728 |
0.6% |
97% |
False |
False |
186,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.21591 |
2.618 |
1.20569 |
1.618 |
1.19943 |
1.000 |
1.19556 |
0.618 |
1.19317 |
HIGH |
1.18930 |
0.618 |
1.18691 |
0.500 |
1.18617 |
0.382 |
1.18543 |
LOW |
1.18304 |
0.618 |
1.17917 |
1.000 |
1.17678 |
1.618 |
1.17291 |
2.618 |
1.16665 |
4.250 |
1.15644 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1.18661 |
1.18611 |
PP |
1.18639 |
1.18539 |
S1 |
1.18617 |
1.18467 |
|