Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.05590 |
1.05511 |
-0.00079 |
-0.1% |
1.05984 |
High |
1.05852 |
1.06274 |
0.00422 |
0.4% |
1.06574 |
Low |
1.05180 |
1.05383 |
0.00203 |
0.2% |
1.05180 |
Close |
1.05502 |
1.05779 |
0.00277 |
0.3% |
1.05779 |
Range |
0.00672 |
0.00891 |
0.00219 |
32.6% |
0.01394 |
ATR |
0.00941 |
0.00938 |
-0.00004 |
-0.4% |
0.00000 |
Volume |
164,077 |
192,050 |
27,973 |
17.0% |
897,359 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08485 |
1.08023 |
1.06269 |
|
R3 |
1.07594 |
1.07132 |
1.06024 |
|
R2 |
1.06703 |
1.06703 |
1.05942 |
|
R1 |
1.06241 |
1.06241 |
1.05861 |
1.06472 |
PP |
1.05812 |
1.05812 |
1.05812 |
1.05928 |
S1 |
1.05350 |
1.05350 |
1.05697 |
1.05581 |
S2 |
1.04921 |
1.04921 |
1.05616 |
|
S3 |
1.04030 |
1.04459 |
1.05534 |
|
S4 |
1.03139 |
1.03568 |
1.05289 |
|
|
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 |
1.06574 |
1.05180 |
0.01394 |
1.3% |
0.00834 |
0.8% |
43% |
False |
False |
179,471 |
10 |
1.08398 |
1.05180 |
0.03218 |
3.0% |
0.00943 |
0.9% |
19% |
False |
False |
188,695 |
20 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.01012 |
1.0% |
8% |
False |
False |
178,686 |
40 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.00856 |
0.8% |
8% |
False |
False |
154,634 |
60 |
1.13268 |
1.05180 |
0.08088 |
7.6% |
0.00796 |
0.8% |
7% |
False |
False |
147,555 |
80 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00775 |
0.7% |
7% |
False |
False |
144,325 |
100 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00768 |
0.7% |
7% |
False |
False |
143,671 |
120 |
1.14258 |
1.05180 |
0.09078 |
8.6% |
0.00840 |
0.8% |
7% |
False |
False |
155,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.10061 |
2.618 |
1.08607 |
1.618 |
1.07716 |
1.000 |
1.07165 |
0.618 |
1.06825 |
HIGH |
1.06274 |
0.618 |
1.05934 |
0.500 |
1.05829 |
0.382 |
1.05723 |
LOW |
1.05383 |
0.618 |
1.04832 |
1.000 |
1.04492 |
1.618 |
1.03941 |
2.618 |
1.03050 |
4.250 |
1.01596 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.05829 |
1.05807 |
PP |
1.05812 |
1.05797 |
S1 |
1.05796 |
1.05788 |
|