Trading Metrics calculated at close of trading on 04-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
04-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1.19060 |
1.18802 |
-0.00258 |
-0.2% |
1.19472 |
High |
1.19748 |
1.19218 |
-0.00530 |
-0.4% |
1.20699 |
Low |
1.18524 |
1.18735 |
0.00211 |
0.2% |
1.18226 |
Close |
1.18561 |
1.18924 |
0.00363 |
0.3% |
1.18561 |
Range |
0.01224 |
0.00483 |
-0.00741 |
-60.5% |
0.02473 |
ATR |
0.00940 |
0.00920 |
-0.00020 |
-2.1% |
0.00000 |
Volume |
332,953 |
223,679 |
-109,274 |
-32.8% |
1,565,737 |
|
Daily Pivots for day following 04-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.20408 |
1.20149 |
1.19190 |
|
R3 |
1.19925 |
1.19666 |
1.19057 |
|
R2 |
1.19442 |
1.19442 |
1.19013 |
|
R1 |
1.19183 |
1.19183 |
1.18968 |
1.19313 |
PP |
1.18959 |
1.18959 |
1.18959 |
1.19024 |
S1 |
1.18700 |
1.18700 |
1.18880 |
1.18830 |
S2 |
1.18476 |
1.18476 |
1.18835 |
|
S3 |
1.17993 |
1.18217 |
1.18791 |
|
S4 |
1.17510 |
1.17734 |
1.18658 |
|
|
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% |
0.00974 |
0.8% |
28% |
False |
False |
313,957 |
10 |
1.20699 |
1.17414 |
0.03285 |
2.8% |
0.00916 |
0.8% |
46% |
False |
False |
280,901 |
20 |
1.20699 |
1.16628 |
0.04071 |
3.4% |
0.00915 |
0.8% |
56% |
False |
False |
279,003 |
40 |
1.20699 |
1.13704 |
0.06995 |
5.9% |
0.00918 |
0.8% |
75% |
False |
False |
281,549 |
60 |
1.20699 |
1.11189 |
0.09510 |
8.0% |
0.00838 |
0.7% |
81% |
False |
False |
269,881 |
80 |
1.20699 |
1.09735 |
0.10964 |
9.2% |
0.00815 |
0.7% |
84% |
False |
False |
256,129 |
100 |
1.20699 |
1.06372 |
0.14327 |
12.0% |
0.00797 |
0.7% |
88% |
False |
False |
231,449 |
120 |
1.20699 |
1.05697 |
0.15002 |
12.6% |
0.00766 |
0.6% |
88% |
False |
False |
211,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.21271 |
2.618 |
1.20482 |
1.618 |
1.19999 |
1.000 |
1.19701 |
0.618 |
1.19516 |
HIGH |
1.19218 |
0.618 |
1.19033 |
0.500 |
1.18977 |
0.382 |
1.18920 |
LOW |
1.18735 |
0.618 |
1.18437 |
1.000 |
1.18252 |
1.618 |
1.17954 |
2.618 |
1.17471 |
4.250 |
1.16682 |
|
|
Fisher Pivots for day following 04-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1.18977 |
1.18987 |
PP |
1.18959 |
1.18966 |
S1 |
1.18942 |
1.18945 |
|