Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1.18840 |
1.19190 |
0.00350 |
0.3% |
1.20109 |
High |
1.19218 |
1.19867 |
0.00649 |
0.5% |
1.20295 |
Low |
1.18442 |
1.19010 |
0.00568 |
0.5% |
1.18442 |
Close |
1.19179 |
1.19427 |
0.00248 |
0.2% |
1.19427 |
Range |
0.00776 |
0.00857 |
0.00081 |
10.4% |
0.01853 |
ATR |
0.00886 |
0.00884 |
-0.00002 |
-0.2% |
0.00000 |
Volume |
323,843 |
294,818 |
-29,025 |
-9.0% |
1,424,122 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.22006 |
1.21573 |
1.19898 |
|
R3 |
1.21149 |
1.20716 |
1.19663 |
|
R2 |
1.20292 |
1.20292 |
1.19584 |
|
R1 |
1.19859 |
1.19859 |
1.19506 |
1.20076 |
PP |
1.19435 |
1.19435 |
1.19435 |
1.19543 |
S1 |
1.19002 |
1.19002 |
1.19348 |
1.19219 |
S2 |
1.18578 |
1.18578 |
1.19270 |
|
S3 |
1.17721 |
1.18145 |
1.19191 |
|
S4 |
1.16864 |
1.17288 |
1.18956 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.24947 |
1.24040 |
1.20446 |
|
R3 |
1.23094 |
1.22187 |
1.19937 |
|
R2 |
1.21241 |
1.21241 |
1.19767 |
|
R1 |
1.20334 |
1.20334 |
1.19597 |
1.19861 |
PP |
1.19388 |
1.19388 |
1.19388 |
1.19152 |
S1 |
1.18481 |
1.18481 |
1.19257 |
1.18008 |
S2 |
1.17535 |
1.17535 |
1.19087 |
|
S3 |
1.15682 |
1.16628 |
1.18917 |
|
S4 |
1.13829 |
1.14775 |
1.18408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.20295 |
1.18442 |
0.01853 |
1.6% |
0.00837 |
0.7% |
53% |
False |
False |
284,824 |
10 |
1.20921 |
1.18442 |
0.02479 |
2.1% |
0.00799 |
0.7% |
40% |
False |
False |
299,345 |
20 |
1.20921 |
1.17312 |
0.03609 |
3.0% |
0.00882 |
0.7% |
59% |
False |
False |
289,864 |
40 |
1.20921 |
1.16127 |
0.04794 |
4.0% |
0.00904 |
0.8% |
69% |
False |
False |
288,121 |
60 |
1.20921 |
1.11715 |
0.09206 |
7.7% |
0.00870 |
0.7% |
84% |
False |
False |
281,308 |
80 |
1.20921 |
1.11096 |
0.09825 |
8.2% |
0.00810 |
0.7% |
85% |
False |
False |
269,463 |
100 |
1.20921 |
1.08391 |
0.12530 |
10.5% |
0.00798 |
0.7% |
88% |
False |
False |
246,650 |
120 |
1.20921 |
1.05697 |
0.15224 |
12.7% |
0.00776 |
0.7% |
90% |
False |
False |
225,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.23509 |
2.618 |
1.22111 |
1.618 |
1.21254 |
1.000 |
1.20724 |
0.618 |
1.20397 |
HIGH |
1.19867 |
0.618 |
1.19540 |
0.500 |
1.19439 |
0.382 |
1.19337 |
LOW |
1.19010 |
0.618 |
1.18480 |
1.000 |
1.18153 |
1.618 |
1.17623 |
2.618 |
1.16766 |
4.250 |
1.15368 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1.19439 |
1.19349 |
PP |
1.19435 |
1.19272 |
S1 |
1.19431 |
1.19194 |
|