| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.09794 |
1.10560 |
0.00766 |
0.7% |
1.08812 |
| High |
1.10687 |
1.11230 |
0.00543 |
0.5% |
1.09914 |
| Low |
1.09583 |
1.10493 |
0.00910 |
0.8% |
1.08510 |
| Close |
1.10552 |
1.10961 |
0.00409 |
0.4% |
1.09838 |
| Range |
0.01104 |
0.00737 |
-0.00367 |
-33.2% |
0.01404 |
| ATR |
0.00715 |
0.00717 |
0.00002 |
0.2% |
0.00000 |
| Volume |
122,198 |
147,483 |
25,285 |
20.7% |
647,556 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13106 |
1.12770 |
1.11366 |
|
| R3 |
1.12369 |
1.12033 |
1.11164 |
|
| R2 |
1.11632 |
1.11632 |
1.11096 |
|
| R1 |
1.11296 |
1.11296 |
1.11029 |
1.11464 |
| PP |
1.10895 |
1.10895 |
1.10895 |
1.10979 |
| S1 |
1.10559 |
1.10559 |
1.10893 |
1.10727 |
| S2 |
1.10158 |
1.10158 |
1.10826 |
|
| S3 |
1.09421 |
1.09822 |
1.10758 |
|
| S4 |
1.08684 |
1.09085 |
1.10556 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13633 |
1.13139 |
1.10610 |
|
| R3 |
1.12229 |
1.11735 |
1.10224 |
|
| R2 |
1.10825 |
1.10825 |
1.10095 |
|
| R1 |
1.10331 |
1.10331 |
1.09967 |
1.10578 |
| PP |
1.09421 |
1.09421 |
1.09421 |
1.09544 |
| S1 |
1.08927 |
1.08927 |
1.09709 |
1.09174 |
| S2 |
1.08017 |
1.08017 |
1.09581 |
|
| S3 |
1.06613 |
1.07523 |
1.09452 |
|
| S4 |
1.05209 |
1.06119 |
1.09066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.11230 |
1.08827 |
0.02403 |
2.2% |
0.00793 |
0.7% |
89% |
True |
False |
132,299 |
| 10 |
1.11230 |
1.08510 |
0.02720 |
2.5% |
0.00746 |
0.7% |
90% |
True |
False |
129,293 |
| 20 |
1.12122 |
1.08510 |
0.03612 |
3.3% |
0.00728 |
0.7% |
68% |
False |
False |
130,573 |
| 40 |
1.13268 |
1.08510 |
0.04758 |
4.3% |
0.00697 |
0.6% |
52% |
False |
False |
133,294 |
| 60 |
1.13660 |
1.08510 |
0.05150 |
4.6% |
0.00708 |
0.6% |
48% |
False |
False |
134,146 |
| 80 |
1.13660 |
1.08510 |
0.05150 |
4.6% |
0.00711 |
0.6% |
48% |
False |
False |
133,284 |
| 100 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00801 |
0.7% |
43% |
False |
False |
149,531 |
| 120 |
1.14258 |
1.08510 |
0.05748 |
5.2% |
0.00797 |
0.7% |
43% |
False |
False |
152,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14362 |
|
2.618 |
1.13159 |
|
1.618 |
1.12422 |
|
1.000 |
1.11967 |
|
0.618 |
1.11685 |
|
HIGH |
1.11230 |
|
0.618 |
1.10948 |
|
0.500 |
1.10862 |
|
0.382 |
1.10775 |
|
LOW |
1.10493 |
|
0.618 |
1.10038 |
|
1.000 |
1.09756 |
|
1.618 |
1.09301 |
|
2.618 |
1.08564 |
|
4.250 |
1.07361 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.10928 |
1.10739 |
| PP |
1.10895 |
1.10516 |
| S1 |
1.10862 |
1.10294 |
|