Trading Metrics calculated at close of trading on 24-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
24-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.06247 |
1.05590 |
-0.00657 |
-0.6% |
1.08301 |
High |
1.06433 |
1.05852 |
-0.00581 |
-0.5% |
1.08398 |
Low |
1.05263 |
1.05180 |
-0.00083 |
-0.1% |
1.05691 |
Close |
1.05548 |
1.05502 |
-0.00046 |
0.0% |
1.05845 |
Range |
0.01170 |
0.00672 |
-0.00498 |
-42.6% |
0.02707 |
ATR |
0.00962 |
0.00941 |
-0.00021 |
-2.2% |
0.00000 |
Volume |
186,100 |
164,077 |
-22,023 |
-11.8% |
989,596 |
|
Daily Pivots for day following 24-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.07527 |
1.07187 |
1.05872 |
|
R3 |
1.06855 |
1.06515 |
1.05687 |
|
R2 |
1.06183 |
1.06183 |
1.05625 |
|
R1 |
1.05843 |
1.05843 |
1.05564 |
1.05677 |
PP |
1.05511 |
1.05511 |
1.05511 |
1.05429 |
S1 |
1.05171 |
1.05171 |
1.05440 |
1.05005 |
S2 |
1.04839 |
1.04839 |
1.05379 |
|
S3 |
1.04167 |
1.04499 |
1.05317 |
|
S4 |
1.03495 |
1.03827 |
1.05132 |
|
|
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 |
1.06574 |
1.05180 |
0.01394 |
1.3% |
0.00804 |
0.8% |
23% |
False |
True |
182,319 |
10 |
1.09231 |
1.05180 |
0.04051 |
3.8% |
0.00947 |
0.9% |
8% |
False |
True |
188,515 |
20 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.01017 |
1.0% |
4% |
False |
True |
176,443 |
40 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.00857 |
0.8% |
4% |
False |
True |
153,818 |
60 |
1.13268 |
1.05180 |
0.08088 |
7.7% |
0.00798 |
0.8% |
4% |
False |
True |
146,738 |
80 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00778 |
0.7% |
4% |
False |
True |
143,400 |
100 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00770 |
0.7% |
4% |
False |
True |
143,614 |
120 |
1.14258 |
1.05180 |
0.09078 |
8.6% |
0.00839 |
0.8% |
4% |
False |
True |
155,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.08708 |
2.618 |
1.07611 |
1.618 |
1.06939 |
1.000 |
1.06524 |
0.618 |
1.06267 |
HIGH |
1.05852 |
0.618 |
1.05595 |
0.500 |
1.05516 |
0.382 |
1.05437 |
LOW |
1.05180 |
0.618 |
1.04765 |
1.000 |
1.04508 |
1.618 |
1.04093 |
2.618 |
1.03421 |
4.250 |
1.02324 |
|
|
Fisher Pivots for day following 24-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.05516 |
1.05877 |
PP |
1.05511 |
1.05752 |
S1 |
1.05507 |
1.05627 |
|