Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.06280 |
1.06247 |
-0.00033 |
0.0% |
1.08301 |
High |
1.06574 |
1.06433 |
-0.00141 |
-0.1% |
1.08398 |
Low |
1.05841 |
1.05263 |
-0.00578 |
-0.5% |
1.05691 |
Close |
1.06234 |
1.05548 |
-0.00686 |
-0.6% |
1.05845 |
Range |
0.00733 |
0.01170 |
0.00437 |
59.6% |
0.02707 |
ATR |
0.00946 |
0.00962 |
0.00016 |
1.7% |
0.00000 |
Volume |
177,080 |
186,100 |
9,020 |
5.1% |
989,596 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09258 |
1.08573 |
1.06192 |
|
R3 |
1.08088 |
1.07403 |
1.05870 |
|
R2 |
1.06918 |
1.06918 |
1.05763 |
|
R1 |
1.06233 |
1.06233 |
1.05655 |
1.05991 |
PP |
1.05748 |
1.05748 |
1.05748 |
1.05627 |
S1 |
1.05063 |
1.05063 |
1.05441 |
1.04821 |
S2 |
1.04578 |
1.04578 |
1.05334 |
|
S3 |
1.03408 |
1.03893 |
1.05226 |
|
S4 |
1.02238 |
1.02723 |
1.04905 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14766 |
1.13012 |
1.07334 |
|
R3 |
1.12059 |
1.10305 |
1.06589 |
|
R2 |
1.09352 |
1.09352 |
1.06341 |
|
R1 |
1.07598 |
1.07598 |
1.06093 |
1.07122 |
PP |
1.06645 |
1.06645 |
1.06645 |
1.06406 |
S1 |
1.04891 |
1.04891 |
1.05597 |
1.04415 |
S2 |
1.03938 |
1.03938 |
1.05349 |
|
S3 |
1.01231 |
1.02184 |
1.05101 |
|
S4 |
0.98524 |
0.99477 |
1.04356 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.07451 |
1.05263 |
0.02188 |
2.1% |
0.00921 |
0.9% |
13% |
False |
True |
188,190 |
10 |
1.09533 |
1.05263 |
0.04270 |
4.0% |
0.00970 |
0.9% |
7% |
False |
True |
191,564 |
20 |
1.12992 |
1.05263 |
0.07729 |
7.3% |
0.01013 |
1.0% |
4% |
False |
True |
174,874 |
40 |
1.12992 |
1.05263 |
0.07729 |
7.3% |
0.00853 |
0.8% |
4% |
False |
True |
153,017 |
60 |
1.13268 |
1.05263 |
0.08005 |
7.6% |
0.00800 |
0.8% |
4% |
False |
True |
146,240 |
80 |
1.13660 |
1.05263 |
0.08397 |
8.0% |
0.00775 |
0.7% |
3% |
False |
True |
142,900 |
100 |
1.13660 |
1.05263 |
0.08397 |
8.0% |
0.00768 |
0.7% |
3% |
False |
True |
143,818 |
120 |
1.14258 |
1.05263 |
0.08995 |
8.5% |
0.00843 |
0.8% |
3% |
False |
True |
155,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11406 |
2.618 |
1.09496 |
1.618 |
1.08326 |
1.000 |
1.07603 |
0.618 |
1.07156 |
HIGH |
1.06433 |
0.618 |
1.05986 |
0.500 |
1.05848 |
0.382 |
1.05710 |
LOW |
1.05263 |
0.618 |
1.04540 |
1.000 |
1.04093 |
1.618 |
1.03370 |
2.618 |
1.02200 |
4.250 |
1.00291 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.05848 |
1.05919 |
PP |
1.05748 |
1.05795 |
S1 |
1.05648 |
1.05672 |
|