| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.10569 |
1.10759 |
0.00190 |
0.2% |
1.09764 |
| High |
1.11195 |
1.11971 |
0.00776 |
0.7% |
1.11971 |
| Low |
1.10520 |
1.10722 |
0.00202 |
0.2% |
1.09518 |
| Close |
1.10761 |
1.11719 |
0.00958 |
0.9% |
1.11719 |
| Range |
0.00675 |
0.01249 |
0.00574 |
85.0% |
0.02453 |
| ATR |
0.00849 |
0.00877 |
0.00029 |
3.4% |
0.00000 |
| Volume |
136,484 |
161,943 |
25,459 |
18.7% |
684,204 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15218 |
1.14717 |
1.12406 |
|
| R3 |
1.13969 |
1.13468 |
1.12062 |
|
| R2 |
1.12720 |
1.12720 |
1.11948 |
|
| R1 |
1.12219 |
1.12219 |
1.11833 |
1.12470 |
| PP |
1.11471 |
1.11471 |
1.11471 |
1.11596 |
| S1 |
1.10970 |
1.10970 |
1.11605 |
1.11221 |
| S2 |
1.10222 |
1.10222 |
1.11490 |
|
| S3 |
1.08973 |
1.09721 |
1.11376 |
|
| S4 |
1.07724 |
1.08472 |
1.11032 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.18428 |
1.17527 |
1.13068 |
|
| R3 |
1.15975 |
1.15074 |
1.12394 |
|
| R2 |
1.13522 |
1.13522 |
1.12169 |
|
| R1 |
1.12621 |
1.12621 |
1.11944 |
1.13072 |
| PP |
1.11069 |
1.11069 |
1.11069 |
1.11295 |
| S1 |
1.10168 |
1.10168 |
1.11494 |
1.10619 |
| S2 |
1.08616 |
1.08616 |
1.11269 |
|
| S3 |
1.06163 |
1.07715 |
1.11044 |
|
| S4 |
1.03710 |
1.05262 |
1.10370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.11971 |
1.09518 |
0.02453 |
2.2% |
0.00778 |
0.7% |
90% |
True |
False |
136,840 |
| 10 |
1.11971 |
1.09518 |
0.02453 |
2.2% |
0.00726 |
0.6% |
90% |
True |
False |
137,822 |
| 20 |
1.11971 |
1.09518 |
0.02453 |
2.2% |
0.00781 |
0.7% |
90% |
True |
False |
155,661 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00971 |
0.9% |
51% |
False |
False |
185,294 |
| 60 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00888 |
0.8% |
49% |
False |
False |
176,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.17279 |
|
2.618 |
1.15241 |
|
1.618 |
1.13992 |
|
1.000 |
1.13220 |
|
0.618 |
1.12743 |
|
HIGH |
1.11971 |
|
0.618 |
1.11494 |
|
0.500 |
1.11347 |
|
0.382 |
1.11199 |
|
LOW |
1.10722 |
|
0.618 |
1.09950 |
|
1.000 |
1.09473 |
|
1.618 |
1.08701 |
|
2.618 |
1.07452 |
|
4.250 |
1.05414 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11595 |
1.11416 |
| PP |
1.11471 |
1.11113 |
| S1 |
1.11347 |
1.10810 |
|