| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12550 |
1.12380 |
-0.00170 |
-0.2% |
1.11834 |
| High |
1.12695 |
1.13268 |
0.00573 |
0.5% |
1.12506 |
| Low |
1.12279 |
1.12346 |
0.00067 |
0.1% |
1.11231 |
| Close |
1.12377 |
1.12590 |
0.00213 |
0.2% |
1.11546 |
| Range |
0.00416 |
0.00922 |
0.00506 |
121.6% |
0.01275 |
| ATR |
0.00735 |
0.00749 |
0.00013 |
1.8% |
0.00000 |
| Volume |
126,198 |
161,066 |
34,868 |
27.6% |
667,744 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15501 |
1.14967 |
1.13097 |
|
| R3 |
1.14579 |
1.14045 |
1.12844 |
|
| R2 |
1.13657 |
1.13657 |
1.12759 |
|
| R1 |
1.13123 |
1.13123 |
1.12675 |
1.13390 |
| PP |
1.12735 |
1.12735 |
1.12735 |
1.12868 |
| S1 |
1.12201 |
1.12201 |
1.12505 |
1.12468 |
| S2 |
1.11813 |
1.11813 |
1.12421 |
|
| S3 |
1.10891 |
1.11279 |
1.12336 |
|
| S4 |
1.09969 |
1.10357 |
1.12083 |
|
|
| 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 |
1.13268 |
1.11397 |
0.01871 |
1.7% |
0.00797 |
0.7% |
64% |
True |
False |
126,704 |
| 10 |
1.13392 |
1.11231 |
0.02161 |
1.9% |
0.00787 |
0.7% |
63% |
False |
False |
132,927 |
| 20 |
1.13660 |
1.11231 |
0.02429 |
2.2% |
0.00750 |
0.7% |
56% |
False |
False |
138,558 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00729 |
0.6% |
74% |
False |
False |
133,209 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00858 |
0.8% |
68% |
False |
False |
159,192 |
| 80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00853 |
0.8% |
68% |
False |
False |
161,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.17187 |
|
2.618 |
1.15682 |
|
1.618 |
1.14760 |
|
1.000 |
1.14190 |
|
0.618 |
1.13838 |
|
HIGH |
1.13268 |
|
0.618 |
1.12916 |
|
0.500 |
1.12807 |
|
0.382 |
1.12698 |
|
LOW |
1.12346 |
|
0.618 |
1.11776 |
|
1.000 |
1.11424 |
|
1.618 |
1.10854 |
|
2.618 |
1.09932 |
|
4.250 |
1.08428 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12807 |
1.12506 |
| PP |
1.12735 |
1.12422 |
| S1 |
1.12662 |
1.12339 |
|