Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.17430 |
1.17580 |
0.00150 |
0.1% |
1.19026 |
High |
1.17872 |
1.17788 |
-0.00084 |
-0.1% |
1.19363 |
Low |
1.17351 |
1.16990 |
-0.00361 |
-0.3% |
1.17170 |
Close |
1.17585 |
1.17104 |
-0.00481 |
-0.4% |
1.18123 |
Range |
0.00521 |
0.00798 |
0.00277 |
53.2% |
0.02193 |
ATR |
0.00844 |
0.00840 |
-0.00003 |
-0.4% |
0.00000 |
Volume |
203,251 |
221,062 |
17,811 |
8.8% |
1,392,811 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.19688 |
1.19194 |
1.17543 |
|
R3 |
1.18890 |
1.18396 |
1.17323 |
|
R2 |
1.18092 |
1.18092 |
1.17250 |
|
R1 |
1.17598 |
1.17598 |
1.17177 |
1.17446 |
PP |
1.17294 |
1.17294 |
1.17294 |
1.17218 |
S1 |
1.16800 |
1.16800 |
1.17031 |
1.16648 |
S2 |
1.16496 |
1.16496 |
1.16958 |
|
S3 |
1.15698 |
1.16002 |
1.16885 |
|
S4 |
1.14900 |
1.15204 |
1.16665 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.24798 |
1.23653 |
1.19329 |
|
R3 |
1.22605 |
1.21460 |
1.18726 |
|
R2 |
1.20412 |
1.20412 |
1.18525 |
|
R1 |
1.19267 |
1.19267 |
1.18324 |
1.18743 |
PP |
1.18219 |
1.18219 |
1.18219 |
1.17957 |
S1 |
1.17074 |
1.17074 |
1.17922 |
1.16550 |
S2 |
1.16026 |
1.16026 |
1.17721 |
|
S3 |
1.13833 |
1.14881 |
1.17520 |
|
S4 |
1.11640 |
1.12688 |
1.16917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.18322 |
1.16963 |
0.01359 |
1.2% |
0.00719 |
0.6% |
10% |
False |
False |
227,587 |
10 |
1.20041 |
1.16963 |
0.03078 |
2.6% |
0.00795 |
0.7% |
5% |
False |
False |
254,145 |
20 |
1.20921 |
1.16963 |
0.03958 |
3.4% |
0.00828 |
0.7% |
4% |
False |
False |
272,224 |
40 |
1.20921 |
1.16628 |
0.04293 |
3.7% |
0.00870 |
0.7% |
11% |
False |
False |
279,331 |
60 |
1.20921 |
1.13913 |
0.07008 |
6.0% |
0.00884 |
0.8% |
46% |
False |
False |
281,047 |
80 |
1.20921 |
1.11189 |
0.09732 |
8.3% |
0.00838 |
0.7% |
61% |
False |
False |
272,250 |
100 |
1.20921 |
1.10968 |
0.09953 |
8.5% |
0.00813 |
0.7% |
62% |
False |
False |
264,332 |
120 |
1.20921 |
1.06823 |
0.14098 |
12.0% |
0.00806 |
0.7% |
73% |
False |
False |
243,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.21180 |
2.618 |
1.19877 |
1.618 |
1.19079 |
1.000 |
1.18586 |
0.618 |
1.18281 |
HIGH |
1.17788 |
0.618 |
1.17483 |
0.500 |
1.17389 |
0.382 |
1.17295 |
LOW |
1.16990 |
0.618 |
1.16497 |
1.000 |
1.16192 |
1.618 |
1.15699 |
2.618 |
1.14901 |
4.250 |
1.13599 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.17389 |
1.17418 |
PP |
1.17294 |
1.17313 |
S1 |
1.17199 |
1.17209 |
|