| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12849 |
1.11834 |
-0.01015 |
-0.9% |
1.13058 |
| High |
1.13392 |
1.12076 |
-0.01316 |
-1.2% |
1.13546 |
| Low |
1.11808 |
1.11579 |
-0.00229 |
-0.2% |
1.11808 |
| Close |
1.11936 |
1.11879 |
-0.00057 |
-0.1% |
1.11936 |
| Range |
0.01584 |
0.00497 |
-0.01087 |
-68.6% |
0.01738 |
| ATR |
0.00778 |
0.00758 |
-0.00020 |
-2.6% |
0.00000 |
| Volume |
171,000 |
124,467 |
-46,533 |
-27.2% |
731,262 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13336 |
1.13104 |
1.12152 |
|
| R3 |
1.12839 |
1.12607 |
1.12016 |
|
| R2 |
1.12342 |
1.12342 |
1.11970 |
|
| R1 |
1.12110 |
1.12110 |
1.11925 |
1.12226 |
| PP |
1.11845 |
1.11845 |
1.11845 |
1.11903 |
| S1 |
1.11613 |
1.11613 |
1.11833 |
1.11729 |
| S2 |
1.11348 |
1.11348 |
1.11788 |
|
| S3 |
1.10851 |
1.11116 |
1.11742 |
|
| S4 |
1.10354 |
1.10619 |
1.11606 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17644 |
1.16528 |
1.12892 |
|
| R3 |
1.15906 |
1.14790 |
1.12414 |
|
| R2 |
1.14168 |
1.14168 |
1.12255 |
|
| R1 |
1.13052 |
1.13052 |
1.12095 |
1.12741 |
| PP |
1.12430 |
1.12430 |
1.12430 |
1.12275 |
| S1 |
1.11314 |
1.11314 |
1.11777 |
1.11003 |
| S2 |
1.10692 |
1.10692 |
1.11617 |
|
| S3 |
1.08954 |
1.09576 |
1.11458 |
|
| S4 |
1.07216 |
1.07838 |
1.10980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.13546 |
1.11579 |
0.01967 |
1.8% |
0.00734 |
0.7% |
15% |
False |
True |
142,360 |
| 10 |
1.13660 |
1.11579 |
0.02081 |
1.9% |
0.00781 |
0.7% |
14% |
False |
True |
151,465 |
| 20 |
1.13660 |
1.10465 |
0.03195 |
2.9% |
0.00728 |
0.7% |
44% |
False |
False |
131,433 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00746 |
0.7% |
57% |
False |
False |
143,547 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00884 |
0.8% |
54% |
False |
False |
166,393 |
| 80 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00846 |
0.8% |
52% |
False |
False |
164,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14188 |
|
2.618 |
1.13377 |
|
1.618 |
1.12880 |
|
1.000 |
1.12573 |
|
0.618 |
1.12383 |
|
HIGH |
1.12076 |
|
0.618 |
1.11886 |
|
0.500 |
1.11828 |
|
0.382 |
1.11769 |
|
LOW |
1.11579 |
|
0.618 |
1.11272 |
|
1.000 |
1.11082 |
|
1.618 |
1.10775 |
|
2.618 |
1.10278 |
|
4.250 |
1.09467 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11862 |
1.12486 |
| PP |
1.11845 |
1.12283 |
| S1 |
1.11828 |
1.12081 |
|