Trading Metrics calculated at close of trading on 28-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.05511 |
1.06168 |
0.00657 |
0.6% |
1.05984 |
High |
1.06274 |
1.06844 |
0.00570 |
0.5% |
1.06574 |
Low |
1.05383 |
1.05636 |
0.00253 |
0.2% |
1.05180 |
Close |
1.05779 |
1.06114 |
0.00335 |
0.3% |
1.05779 |
Range |
0.00891 |
0.01208 |
0.00317 |
35.6% |
0.01394 |
ATR |
0.00938 |
0.00957 |
0.00019 |
2.1% |
0.00000 |
Volume |
192,050 |
181,901 |
-10,149 |
-5.3% |
897,359 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09822 |
1.09176 |
1.06778 |
|
R3 |
1.08614 |
1.07968 |
1.06446 |
|
R2 |
1.07406 |
1.07406 |
1.06335 |
|
R1 |
1.06760 |
1.06760 |
1.06225 |
1.06479 |
PP |
1.06198 |
1.06198 |
1.06198 |
1.06058 |
S1 |
1.05552 |
1.05552 |
1.06003 |
1.05271 |
S2 |
1.04990 |
1.04990 |
1.05893 |
|
S3 |
1.03782 |
1.04344 |
1.05782 |
|
S4 |
1.02574 |
1.03136 |
1.05450 |
|
|
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% |
0.00935 |
0.9% |
56% |
True |
False |
180,241 |
10 |
1.08162 |
1.05180 |
0.02982 |
2.8% |
0.00933 |
0.9% |
31% |
False |
False |
186,057 |
20 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.01045 |
1.0% |
12% |
False |
False |
182,184 |
40 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.00876 |
0.8% |
12% |
False |
False |
156,552 |
60 |
1.13268 |
1.05180 |
0.08088 |
7.6% |
0.00809 |
0.8% |
12% |
False |
False |
149,215 |
80 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00786 |
0.7% |
11% |
False |
False |
145,454 |
100 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00774 |
0.7% |
11% |
False |
False |
143,756 |
120 |
1.14258 |
1.05180 |
0.09078 |
8.6% |
0.00844 |
0.8% |
10% |
False |
False |
155,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11978 |
2.618 |
1.10007 |
1.618 |
1.08799 |
1.000 |
1.08052 |
0.618 |
1.07591 |
HIGH |
1.06844 |
0.618 |
1.06383 |
0.500 |
1.06240 |
0.382 |
1.06097 |
LOW |
1.05636 |
0.618 |
1.04889 |
1.000 |
1.04428 |
1.618 |
1.03681 |
2.618 |
1.02473 |
4.250 |
1.00502 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.06240 |
1.06080 |
PP |
1.06198 |
1.06046 |
S1 |
1.06156 |
1.06012 |
|