Trading Metrics calculated at close of trading on 01-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1.18836 |
1.19060 |
0.00224 |
0.2% |
1.19472 |
High |
1.19118 |
1.19748 |
0.00630 |
0.5% |
1.20699 |
Low |
1.18226 |
1.18524 |
0.00298 |
0.3% |
1.18226 |
Close |
1.19069 |
1.18561 |
-0.00508 |
-0.4% |
1.18561 |
Range |
0.00892 |
0.01224 |
0.00332 |
37.2% |
0.02473 |
ATR |
0.00918 |
0.00940 |
0.00022 |
2.4% |
0.00000 |
Volume |
323,885 |
332,953 |
9,068 |
2.8% |
1,565,737 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.22616 |
1.21813 |
1.19234 |
|
R3 |
1.21392 |
1.20589 |
1.18898 |
|
R2 |
1.20168 |
1.20168 |
1.18785 |
|
R1 |
1.19365 |
1.19365 |
1.18673 |
1.19155 |
PP |
1.18944 |
1.18944 |
1.18944 |
1.18839 |
S1 |
1.18141 |
1.18141 |
1.18449 |
1.17931 |
S2 |
1.17720 |
1.17720 |
1.18337 |
|
S3 |
1.16496 |
1.16917 |
1.18224 |
|
S4 |
1.15272 |
1.15693 |
1.17888 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.26581 |
1.25044 |
1.19921 |
|
R3 |
1.24108 |
1.22571 |
1.19241 |
|
R2 |
1.21635 |
1.21635 |
1.19014 |
|
R1 |
1.20098 |
1.20098 |
1.18788 |
1.19630 |
PP |
1.19162 |
1.19162 |
1.19162 |
1.18928 |
S1 |
1.17625 |
1.17625 |
1.18334 |
1.17157 |
S2 |
1.16689 |
1.16689 |
1.18108 |
|
S3 |
1.14216 |
1.15152 |
1.17881 |
|
S4 |
1.11743 |
1.12679 |
1.17201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.20699 |
1.18226 |
0.02473 |
2.1% |
0.01011 |
0.9% |
14% |
False |
False |
313,147 |
10 |
1.20699 |
1.17312 |
0.03387 |
2.9% |
0.00964 |
0.8% |
37% |
False |
False |
280,384 |
20 |
1.20699 |
1.16628 |
0.04071 |
3.4% |
0.00913 |
0.8% |
47% |
False |
False |
277,413 |
40 |
1.20699 |
1.13704 |
0.06995 |
5.9% |
0.00915 |
0.8% |
69% |
False |
False |
280,781 |
60 |
1.20699 |
1.11189 |
0.09510 |
8.0% |
0.00836 |
0.7% |
78% |
False |
False |
269,633 |
80 |
1.20699 |
1.09225 |
0.11474 |
9.7% |
0.00817 |
0.7% |
81% |
False |
False |
254,802 |
100 |
1.20699 |
1.06027 |
0.14672 |
12.4% |
0.00799 |
0.7% |
85% |
False |
False |
229,919 |
120 |
1.20699 |
1.05697 |
0.15002 |
12.7% |
0.00766 |
0.6% |
86% |
False |
False |
210,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.24950 |
2.618 |
1.22952 |
1.618 |
1.21728 |
1.000 |
1.20972 |
0.618 |
1.20504 |
HIGH |
1.19748 |
0.618 |
1.19280 |
0.500 |
1.19136 |
0.382 |
1.18992 |
LOW |
1.18524 |
0.618 |
1.17768 |
1.000 |
1.17300 |
1.618 |
1.16544 |
2.618 |
1.15320 |
4.250 |
1.13322 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1.19136 |
1.19033 |
PP |
1.18944 |
1.18876 |
S1 |
1.18753 |
1.18718 |
|