Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1.20217 |
1.20109 |
-0.00108 |
-0.1% |
1.18802 |
High |
1.20921 |
1.20295 |
-0.00626 |
-0.5% |
1.20921 |
Low |
1.20174 |
1.19476 |
-0.00698 |
-0.6% |
1.18688 |
Close |
1.20340 |
1.19514 |
-0.00826 |
-0.7% |
1.20340 |
Range |
0.00747 |
0.00819 |
0.00072 |
9.6% |
0.02233 |
ATR |
0.00899 |
0.00897 |
-0.00003 |
-0.3% |
0.00000 |
Volume |
358,840 |
255,152 |
-103,688 |
-28.9% |
1,569,329 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.22219 |
1.21685 |
1.19964 |
|
R3 |
1.21400 |
1.20866 |
1.19739 |
|
R2 |
1.20581 |
1.20581 |
1.19664 |
|
R1 |
1.20047 |
1.20047 |
1.19589 |
1.19905 |
PP |
1.19762 |
1.19762 |
1.19762 |
1.19690 |
S1 |
1.19228 |
1.19228 |
1.19439 |
1.19086 |
S2 |
1.18943 |
1.18943 |
1.19364 |
|
S3 |
1.18124 |
1.18409 |
1.19289 |
|
S4 |
1.17305 |
1.17590 |
1.19064 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.26682 |
1.25744 |
1.21568 |
|
R3 |
1.24449 |
1.23511 |
1.20954 |
|
R2 |
1.22216 |
1.22216 |
1.20749 |
|
R1 |
1.21278 |
1.21278 |
1.20545 |
1.21747 |
PP |
1.19983 |
1.19983 |
1.19983 |
1.20218 |
S1 |
1.19045 |
1.19045 |
1.20135 |
1.19514 |
S2 |
1.17750 |
1.17750 |
1.19931 |
|
S3 |
1.15517 |
1.16812 |
1.19726 |
|
S4 |
1.13284 |
1.14579 |
1.19112 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.20921 |
1.18688 |
0.02233 |
1.9% |
0.00828 |
0.7% |
37% |
False |
False |
320,160 |
10 |
1.20921 |
1.18226 |
0.02695 |
2.3% |
0.00901 |
0.8% |
48% |
False |
False |
317,058 |
20 |
1.20921 |
1.16628 |
0.04293 |
3.6% |
0.00910 |
0.8% |
67% |
False |
False |
291,935 |
40 |
1.20921 |
1.14716 |
0.06205 |
5.2% |
0.00918 |
0.8% |
77% |
False |
False |
289,134 |
60 |
1.20921 |
1.11189 |
0.09732 |
8.1% |
0.00845 |
0.7% |
86% |
False |
False |
275,306 |
80 |
1.20921 |
1.11096 |
0.09825 |
8.2% |
0.00802 |
0.7% |
86% |
False |
False |
266,397 |
100 |
1.20921 |
1.08391 |
0.12530 |
10.5% |
0.00801 |
0.7% |
89% |
False |
False |
240,814 |
120 |
1.20921 |
1.05697 |
0.15224 |
12.7% |
0.00774 |
0.6% |
91% |
False |
False |
219,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.23776 |
2.618 |
1.22439 |
1.618 |
1.21620 |
1.000 |
1.21114 |
0.618 |
1.20801 |
HIGH |
1.20295 |
0.618 |
1.19982 |
0.500 |
1.19886 |
0.382 |
1.19789 |
LOW |
1.19476 |
0.618 |
1.18970 |
1.000 |
1.18657 |
1.618 |
1.18151 |
2.618 |
1.17332 |
4.250 |
1.15995 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1.19886 |
1.20030 |
PP |
1.19762 |
1.19858 |
S1 |
1.19638 |
1.19686 |
|