Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1.19922 |
1.18909 |
-0.01013 |
-0.8% |
1.20109 |
High |
1.20303 |
1.19534 |
-0.00769 |
-0.6% |
1.20295 |
Low |
1.18613 |
1.18656 |
0.00043 |
0.0% |
1.18442 |
Close |
1.18903 |
1.19408 |
0.00505 |
0.4% |
1.19427 |
Range |
0.01690 |
0.00878 |
-0.00812 |
-48.0% |
0.01853 |
ATR |
0.00900 |
0.00898 |
-0.00002 |
-0.2% |
0.00000 |
Volume |
306,469 |
288,281 |
-18,188 |
-5.9% |
1,424,122 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.21833 |
1.21499 |
1.19891 |
|
R3 |
1.20955 |
1.20621 |
1.19649 |
|
R2 |
1.20077 |
1.20077 |
1.19569 |
|
R1 |
1.19743 |
1.19743 |
1.19488 |
1.19910 |
PP |
1.19199 |
1.19199 |
1.19199 |
1.19283 |
S1 |
1.18865 |
1.18865 |
1.19328 |
1.19032 |
S2 |
1.18321 |
1.18321 |
1.19247 |
|
S3 |
1.17443 |
1.17987 |
1.19167 |
|
S4 |
1.16565 |
1.17109 |
1.18925 |
|
|
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 |
1.20303 |
1.18613 |
0.01690 |
1.4% |
0.00908 |
0.8% |
47% |
False |
False |
282,976 |
10 |
1.20921 |
1.18442 |
0.02479 |
2.1% |
0.00861 |
0.7% |
39% |
False |
False |
290,302 |
20 |
1.20921 |
1.17731 |
0.03190 |
2.7% |
0.00920 |
0.8% |
53% |
False |
False |
298,982 |
40 |
1.20921 |
1.16628 |
0.04293 |
3.6% |
0.00899 |
0.8% |
65% |
False |
False |
285,363 |
60 |
1.20921 |
1.13123 |
0.07798 |
6.5% |
0.00867 |
0.7% |
81% |
False |
False |
280,440 |
80 |
1.20921 |
1.11189 |
0.09732 |
8.2% |
0.00823 |
0.7% |
84% |
False |
False |
272,358 |
100 |
1.20921 |
1.08391 |
0.12530 |
10.5% |
0.00810 |
0.7% |
88% |
False |
False |
253,240 |
120 |
1.20921 |
1.05697 |
0.15224 |
12.7% |
0.00791 |
0.7% |
90% |
False |
False |
230,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.23266 |
2.618 |
1.21833 |
1.618 |
1.20955 |
1.000 |
1.20412 |
0.618 |
1.20077 |
HIGH |
1.19534 |
0.618 |
1.19199 |
0.500 |
1.19095 |
0.382 |
1.18991 |
LOW |
1.18656 |
0.618 |
1.18113 |
1.000 |
1.17778 |
1.618 |
1.17235 |
2.618 |
1.16357 |
4.250 |
1.14925 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1.19304 |
1.19458 |
PP |
1.19199 |
1.19441 |
S1 |
1.19095 |
1.19425 |
|