| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12379 |
1.12337 |
-0.00042 |
0.0% |
1.11498 |
| High |
1.12666 |
1.12592 |
-0.00074 |
-0.1% |
1.13268 |
| Low |
1.12103 |
1.12036 |
-0.00067 |
-0.1% |
1.11397 |
| Close |
1.12342 |
1.12189 |
-0.00153 |
-0.1% |
1.12326 |
| Range |
0.00563 |
0.00556 |
-0.00007 |
-1.2% |
0.01871 |
| ATR |
0.00743 |
0.00729 |
-0.00013 |
-1.8% |
0.00000 |
| Volume |
148,993 |
139,878 |
-9,115 |
-6.1% |
630,133 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13940 |
1.13621 |
1.12495 |
|
| R3 |
1.13384 |
1.13065 |
1.12342 |
|
| R2 |
1.12828 |
1.12828 |
1.12291 |
|
| R1 |
1.12509 |
1.12509 |
1.12240 |
1.12391 |
| PP |
1.12272 |
1.12272 |
1.12272 |
1.12213 |
| S1 |
1.11953 |
1.11953 |
1.12138 |
1.11835 |
| S2 |
1.11716 |
1.11716 |
1.12087 |
|
| S3 |
1.11160 |
1.11397 |
1.12036 |
|
| S4 |
1.10604 |
1.10841 |
1.11883 |
|
|
| 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 |
1.11987 |
0.01281 |
1.1% |
0.00664 |
0.6% |
16% |
False |
False |
143,147 |
| 10 |
1.13268 |
1.11231 |
0.02037 |
1.8% |
0.00716 |
0.6% |
47% |
False |
False |
133,304 |
| 20 |
1.13660 |
1.11231 |
0.02429 |
2.2% |
0.00706 |
0.6% |
39% |
False |
False |
140,280 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00716 |
0.6% |
64% |
False |
False |
133,822 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00848 |
0.8% |
60% |
False |
False |
156,707 |
| 80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00854 |
0.8% |
60% |
False |
False |
161,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14955 |
|
2.618 |
1.14048 |
|
1.618 |
1.13492 |
|
1.000 |
1.13148 |
|
0.618 |
1.12936 |
|
HIGH |
1.12592 |
|
0.618 |
1.12380 |
|
0.500 |
1.12314 |
|
0.382 |
1.12248 |
|
LOW |
1.12036 |
|
0.618 |
1.11692 |
|
1.000 |
1.11480 |
|
1.618 |
1.11136 |
|
2.618 |
1.10580 |
|
4.250 |
1.09673 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12314 |
1.12418 |
| PP |
1.12272 |
1.12341 |
| S1 |
1.12231 |
1.12265 |
|