| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12380 |
1.12600 |
0.00220 |
0.2% |
1.11498 |
| High |
1.13268 |
1.12848 |
-0.00420 |
-0.4% |
1.13268 |
| Low |
1.12346 |
1.11987 |
-0.00359 |
-0.3% |
1.11397 |
| Close |
1.12590 |
1.12326 |
-0.00264 |
-0.2% |
1.12326 |
| Range |
0.00922 |
0.00861 |
-0.00061 |
-6.6% |
0.01871 |
| ATR |
0.00749 |
0.00757 |
0.00008 |
1.1% |
0.00000 |
| Volume |
161,066 |
139,601 |
-21,465 |
-13.3% |
630,133 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14970 |
1.14509 |
1.12800 |
|
| R3 |
1.14109 |
1.13648 |
1.12563 |
|
| R2 |
1.13248 |
1.13248 |
1.12484 |
|
| R1 |
1.12787 |
1.12787 |
1.12405 |
1.12587 |
| PP |
1.12387 |
1.12387 |
1.12387 |
1.12287 |
| S1 |
1.11926 |
1.11926 |
1.12247 |
1.11726 |
| S2 |
1.11526 |
1.11526 |
1.12168 |
|
| S3 |
1.10665 |
1.11065 |
1.12089 |
|
| S4 |
1.09804 |
1.10204 |
1.11852 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17943 |
1.17006 |
1.13355 |
|
| R3 |
1.16072 |
1.15135 |
1.12841 |
|
| R2 |
1.14201 |
1.14201 |
1.12669 |
|
| R1 |
1.13264 |
1.13264 |
1.12498 |
1.13733 |
| PP |
1.12330 |
1.12330 |
1.12330 |
1.12565 |
| S1 |
1.11393 |
1.11393 |
1.12154 |
1.11862 |
| S2 |
1.10459 |
1.10459 |
1.11983 |
|
| S3 |
1.08588 |
1.09522 |
1.11811 |
|
| S4 |
1.06717 |
1.07651 |
1.11297 |
|
|
| 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% |
0.00769 |
0.7% |
50% |
False |
False |
126,026 |
| 10 |
1.13268 |
1.11231 |
0.02037 |
1.8% |
0.00715 |
0.6% |
54% |
False |
False |
129,787 |
| 20 |
1.13660 |
1.11231 |
0.02429 |
2.2% |
0.00748 |
0.7% |
45% |
False |
False |
139,744 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00719 |
0.6% |
68% |
False |
False |
132,777 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00861 |
0.8% |
62% |
False |
False |
158,302 |
| 80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00859 |
0.8% |
62% |
False |
False |
161,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.16507 |
|
2.618 |
1.15102 |
|
1.618 |
1.14241 |
|
1.000 |
1.13709 |
|
0.618 |
1.13380 |
|
HIGH |
1.12848 |
|
0.618 |
1.12519 |
|
0.500 |
1.12418 |
|
0.382 |
1.12316 |
|
LOW |
1.11987 |
|
0.618 |
1.11455 |
|
1.000 |
1.11126 |
|
1.618 |
1.10594 |
|
2.618 |
1.09733 |
|
4.250 |
1.08328 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12418 |
1.12628 |
| PP |
1.12387 |
1.12527 |
| S1 |
1.12357 |
1.12427 |
|