| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.11669 |
1.11816 |
0.00147 |
0.1% |
1.10770 |
| High |
1.12033 |
1.13222 |
0.01189 |
1.1% |
1.12211 |
| Low |
1.11534 |
1.11766 |
0.00232 |
0.2% |
1.10704 |
| Close |
1.11826 |
1.12772 |
0.00946 |
0.8% |
1.11571 |
| Range |
0.00499 |
0.01456 |
0.00957 |
191.8% |
0.01507 |
| ATR |
0.00748 |
0.00798 |
0.00051 |
6.8% |
0.00000 |
| Volume |
106,830 |
171,325 |
64,495 |
60.4% |
527,931 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16955 |
1.16319 |
1.13573 |
|
| R3 |
1.15499 |
1.14863 |
1.13172 |
|
| R2 |
1.14043 |
1.14043 |
1.13039 |
|
| R1 |
1.13407 |
1.13407 |
1.12905 |
1.13725 |
| PP |
1.12587 |
1.12587 |
1.12587 |
1.12746 |
| S1 |
1.11951 |
1.11951 |
1.12639 |
1.12269 |
| S2 |
1.11131 |
1.11131 |
1.12505 |
|
| S3 |
1.09675 |
1.10495 |
1.12372 |
|
| S4 |
1.08219 |
1.09039 |
1.11971 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16016 |
1.15301 |
1.12400 |
|
| R3 |
1.14509 |
1.13794 |
1.11985 |
|
| R2 |
1.13002 |
1.13002 |
1.11847 |
|
| R1 |
1.12287 |
1.12287 |
1.11709 |
1.12645 |
| PP |
1.11495 |
1.11495 |
1.11495 |
1.11674 |
| S1 |
1.10780 |
1.10780 |
1.11433 |
1.11138 |
| S2 |
1.09988 |
1.09988 |
1.11295 |
|
| S3 |
1.08481 |
1.09273 |
1.11157 |
|
| S4 |
1.06974 |
1.07766 |
1.10742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.13222 |
1.11117 |
0.02105 |
1.9% |
0.00837 |
0.7% |
79% |
True |
False |
122,930 |
| 10 |
1.13222 |
1.10465 |
0.02757 |
2.4% |
0.00746 |
0.7% |
84% |
True |
False |
115,801 |
| 20 |
1.13222 |
1.09518 |
0.03704 |
3.3% |
0.00725 |
0.6% |
88% |
True |
False |
127,364 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00918 |
0.8% |
71% |
False |
False |
164,920 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00903 |
0.8% |
71% |
False |
False |
168,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.19410 |
|
2.618 |
1.17034 |
|
1.618 |
1.15578 |
|
1.000 |
1.14678 |
|
0.618 |
1.14122 |
|
HIGH |
1.13222 |
|
0.618 |
1.12666 |
|
0.500 |
1.12494 |
|
0.382 |
1.12322 |
|
LOW |
1.11766 |
|
0.618 |
1.10866 |
|
1.000 |
1.10310 |
|
1.618 |
1.09410 |
|
2.618 |
1.07954 |
|
4.250 |
1.05578 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12679 |
1.12604 |
| PP |
1.12587 |
1.12435 |
| S1 |
1.12494 |
1.12267 |
|