| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.06168 |
1.06070 |
-0.00098 |
-0.1% |
1.05984 |
| High |
1.06844 |
1.06542 |
-0.00302 |
-0.3% |
1.06574 |
| Low |
1.05636 |
1.05642 |
0.00006 |
0.0% |
1.05180 |
| Close |
1.06114 |
1.06483 |
0.00369 |
0.3% |
1.05779 |
| Range |
0.01208 |
0.00900 |
-0.00308 |
-25.5% |
0.01394 |
| ATR |
0.00957 |
0.00953 |
-0.00004 |
-0.4% |
0.00000 |
| Volume |
181,901 |
177,167 |
-4,734 |
-2.6% |
897,359 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08922 |
1.08603 |
1.06978 |
|
| R3 |
1.08022 |
1.07703 |
1.06731 |
|
| R2 |
1.07122 |
1.07122 |
1.06648 |
|
| R1 |
1.06803 |
1.06803 |
1.06566 |
1.06963 |
| PP |
1.06222 |
1.06222 |
1.06222 |
1.06302 |
| S1 |
1.05903 |
1.05903 |
1.06401 |
1.06063 |
| S2 |
1.05322 |
1.05322 |
1.06318 |
|
| S3 |
1.04422 |
1.05003 |
1.06236 |
|
| S4 |
1.03522 |
1.04103 |
1.05988 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.10026 |
1.09297 |
1.06546 |
|
| R3 |
1.08632 |
1.07903 |
1.06162 |
|
| R2 |
1.07238 |
1.07238 |
1.06035 |
|
| R1 |
1.06509 |
1.06509 |
1.05907 |
1.06177 |
| PP |
1.05844 |
1.05844 |
1.05844 |
1.05678 |
| S1 |
1.05115 |
1.05115 |
1.05651 |
1.04783 |
| S2 |
1.04450 |
1.04450 |
1.05523 |
|
| S3 |
1.03056 |
1.03721 |
1.05396 |
|
| S4 |
1.01662 |
1.02327 |
1.05012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06844 |
1.05180 |
0.01664 |
1.6% |
0.00968 |
0.9% |
78% |
False |
False |
180,259 |
| 10 |
1.07593 |
1.05180 |
0.02413 |
2.3% |
0.00921 |
0.9% |
54% |
False |
False |
184,251 |
| 20 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.01035 |
1.0% |
17% |
False |
False |
184,933 |
| 40 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.00874 |
0.8% |
17% |
False |
False |
157,349 |
| 60 |
1.13268 |
1.05180 |
0.08088 |
7.6% |
0.00804 |
0.8% |
16% |
False |
False |
150,152 |
| 80 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00790 |
0.7% |
15% |
False |
False |
146,421 |
| 100 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00776 |
0.7% |
15% |
False |
False |
143,557 |
| 120 |
1.14258 |
1.05180 |
0.09078 |
8.5% |
0.00842 |
0.8% |
14% |
False |
False |
155,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.10367 |
|
2.618 |
1.08898 |
|
1.618 |
1.07998 |
|
1.000 |
1.07442 |
|
0.618 |
1.07098 |
|
HIGH |
1.06542 |
|
0.618 |
1.06198 |
|
0.500 |
1.06092 |
|
0.382 |
1.05986 |
|
LOW |
1.05642 |
|
0.618 |
1.05086 |
|
1.000 |
1.04742 |
|
1.618 |
1.04186 |
|
2.618 |
1.03286 |
|
4.250 |
1.01817 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.06353 |
1.06360 |
| PP |
1.06222 |
1.06237 |
| S1 |
1.06092 |
1.06114 |
|