| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.11498 |
1.11459 |
-0.00039 |
0.0% |
1.11834 |
| High |
1.11822 |
1.12628 |
0.00806 |
0.7% |
1.12506 |
| Low |
1.11397 |
1.11409 |
0.00012 |
0.0% |
1.11231 |
| Close |
1.11462 |
1.12560 |
0.01098 |
1.0% |
1.11546 |
| Range |
0.00425 |
0.01219 |
0.00794 |
186.8% |
0.01275 |
| ATR |
0.00725 |
0.00760 |
0.00035 |
4.9% |
0.00000 |
| Volume |
82,306 |
120,962 |
38,656 |
47.0% |
667,744 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15856 |
1.15427 |
1.13230 |
|
| R3 |
1.14637 |
1.14208 |
1.12895 |
|
| R2 |
1.13418 |
1.13418 |
1.12783 |
|
| R1 |
1.12989 |
1.12989 |
1.12672 |
1.13204 |
| PP |
1.12199 |
1.12199 |
1.12199 |
1.12306 |
| S1 |
1.11770 |
1.11770 |
1.12448 |
1.11985 |
| S2 |
1.10980 |
1.10980 |
1.12337 |
|
| S3 |
1.09761 |
1.10551 |
1.12225 |
|
| S4 |
1.08542 |
1.09332 |
1.11890 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15586 |
1.14841 |
1.12247 |
|
| R3 |
1.14311 |
1.13566 |
1.11897 |
|
| R2 |
1.13036 |
1.13036 |
1.11780 |
|
| R1 |
1.12291 |
1.12291 |
1.11663 |
1.12026 |
| PP |
1.11761 |
1.11761 |
1.11761 |
1.11629 |
| S1 |
1.11016 |
1.11016 |
1.11429 |
1.10751 |
| S2 |
1.10486 |
1.10486 |
1.11312 |
|
| S3 |
1.09211 |
1.09741 |
1.11195 |
|
| S4 |
1.07936 |
1.08466 |
1.10845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.12628 |
1.11231 |
0.01397 |
1.2% |
0.00769 |
0.7% |
95% |
True |
False |
123,462 |
| 10 |
1.13392 |
1.11231 |
0.02161 |
1.9% |
0.00759 |
0.7% |
61% |
False |
False |
131,456 |
| 20 |
1.13660 |
1.11117 |
0.02543 |
2.3% |
0.00749 |
0.7% |
57% |
False |
False |
135,226 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00734 |
0.7% |
73% |
False |
False |
133,664 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00881 |
0.8% |
67% |
False |
False |
161,445 |
| 80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00855 |
0.8% |
67% |
False |
False |
162,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.17809 |
|
2.618 |
1.15819 |
|
1.618 |
1.14600 |
|
1.000 |
1.13847 |
|
0.618 |
1.13381 |
|
HIGH |
1.12628 |
|
0.618 |
1.12162 |
|
0.500 |
1.12019 |
|
0.382 |
1.11875 |
|
LOW |
1.11409 |
|
0.618 |
1.10656 |
|
1.000 |
1.10190 |
|
1.618 |
1.09437 |
|
2.618 |
1.08218 |
|
4.250 |
1.06228 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12380 |
1.12378 |
| PP |
1.12199 |
1.12195 |
| S1 |
1.12019 |
1.12013 |
|