Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
1.17920 |
1.17460 |
-0.00460 |
-0.4% |
1.19303 |
High |
1.17950 |
1.18034 |
0.00084 |
0.1% |
1.20303 |
Low |
1.17170 |
1.17211 |
0.00041 |
0.0% |
1.18613 |
Close |
1.17446 |
1.17852 |
0.00406 |
0.3% |
1.19467 |
Range |
0.00780 |
0.00823 |
0.00043 |
5.5% |
0.01690 |
ATR |
0.00901 |
0.00895 |
-0.00006 |
-0.6% |
0.00000 |
Volume |
297,632 |
279,061 |
-18,571 |
-6.2% |
1,385,716 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.20168 |
1.19833 |
1.18305 |
|
R3 |
1.19345 |
1.19010 |
1.18078 |
|
R2 |
1.18522 |
1.18522 |
1.18003 |
|
R1 |
1.18187 |
1.18187 |
1.17927 |
1.18355 |
PP |
1.17699 |
1.17699 |
1.17699 |
1.17783 |
S1 |
1.17364 |
1.17364 |
1.17777 |
1.17532 |
S2 |
1.16876 |
1.16876 |
1.17701 |
|
S3 |
1.16053 |
1.16541 |
1.17626 |
|
S4 |
1.15230 |
1.15718 |
1.17399 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.24531 |
1.23689 |
1.20397 |
|
R3 |
1.22841 |
1.21999 |
1.19932 |
|
R2 |
1.21151 |
1.21151 |
1.19777 |
|
R1 |
1.20309 |
1.20309 |
1.19622 |
1.20730 |
PP |
1.19461 |
1.19461 |
1.19461 |
1.19672 |
S1 |
1.18619 |
1.18619 |
1.19312 |
1.19040 |
S2 |
1.17771 |
1.17771 |
1.19157 |
|
S3 |
1.16081 |
1.16929 |
1.19002 |
|
S4 |
1.14391 |
1.15239 |
1.18538 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.20041 |
1.17170 |
0.02871 |
2.4% |
0.00870 |
0.7% |
24% |
False |
False |
280,703 |
10 |
1.20303 |
1.17170 |
0.03133 |
2.7% |
0.00889 |
0.8% |
22% |
False |
False |
281,840 |
20 |
1.20921 |
1.17170 |
0.03751 |
3.2% |
0.00862 |
0.7% |
18% |
False |
False |
292,499 |
40 |
1.20921 |
1.16628 |
0.04293 |
3.6% |
0.00896 |
0.8% |
29% |
False |
False |
283,953 |
60 |
1.20921 |
1.13704 |
0.07217 |
6.1% |
0.00887 |
0.8% |
57% |
False |
False |
283,632 |
80 |
1.20921 |
1.11189 |
0.09732 |
8.3% |
0.00836 |
0.7% |
68% |
False |
False |
274,736 |
100 |
1.20921 |
1.08558 |
0.12363 |
10.5% |
0.00822 |
0.7% |
75% |
False |
False |
260,252 |
120 |
1.20921 |
1.06027 |
0.14894 |
12.6% |
0.00801 |
0.7% |
79% |
False |
False |
237,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.21532 |
2.618 |
1.20189 |
1.618 |
1.19366 |
1.000 |
1.18857 |
0.618 |
1.18543 |
HIGH |
1.18034 |
0.618 |
1.17720 |
0.500 |
1.17623 |
0.382 |
1.17525 |
LOW |
1.17211 |
0.618 |
1.16702 |
1.000 |
1.16388 |
1.618 |
1.15879 |
2.618 |
1.15056 |
4.250 |
1.13713 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
1.17776 |
1.17892 |
PP |
1.17699 |
1.17879 |
S1 |
1.17623 |
1.17865 |
|