Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1.06070 |
1.06483 |
0.00413 |
0.4% |
1.05984 |
High |
1.06542 |
1.06664 |
0.00122 |
0.1% |
1.06574 |
Low |
1.05642 |
1.05535 |
-0.00107 |
-0.1% |
1.05180 |
Close |
1.06483 |
1.05892 |
-0.00591 |
-0.6% |
1.05779 |
Range |
0.00900 |
0.01129 |
0.00229 |
25.4% |
0.01394 |
ATR |
0.00953 |
0.00966 |
0.00013 |
1.3% |
0.00000 |
Volume |
177,167 |
205,361 |
28,194 |
15.9% |
897,359 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09417 |
1.08784 |
1.06513 |
|
R3 |
1.08288 |
1.07655 |
1.06202 |
|
R2 |
1.07159 |
1.07159 |
1.06099 |
|
R1 |
1.06526 |
1.06526 |
1.05995 |
1.06278 |
PP |
1.06030 |
1.06030 |
1.06030 |
1.05907 |
S1 |
1.05397 |
1.05397 |
1.05789 |
1.05149 |
S2 |
1.04901 |
1.04901 |
1.05685 |
|
S3 |
1.03772 |
1.04268 |
1.05582 |
|
S4 |
1.02643 |
1.03139 |
1.05271 |
|
|
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% |
0.00960 |
0.9% |
43% |
False |
False |
184,111 |
10 |
1.07451 |
1.05180 |
0.02271 |
2.1% |
0.00941 |
0.9% |
31% |
False |
False |
186,150 |
20 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.01054 |
1.0% |
9% |
False |
False |
187,827 |
40 |
1.12992 |
1.05180 |
0.07812 |
7.4% |
0.00891 |
0.8% |
9% |
False |
False |
159,200 |
60 |
1.13268 |
1.05180 |
0.08088 |
7.6% |
0.00816 |
0.8% |
9% |
False |
False |
151,471 |
80 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00795 |
0.8% |
8% |
False |
False |
147,566 |
100 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00780 |
0.7% |
8% |
False |
False |
144,193 |
120 |
1.14258 |
1.05180 |
0.09078 |
8.6% |
0.00843 |
0.8% |
8% |
False |
False |
155,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11462 |
2.618 |
1.09620 |
1.618 |
1.08491 |
1.000 |
1.07793 |
0.618 |
1.07362 |
HIGH |
1.06664 |
0.618 |
1.06233 |
0.500 |
1.06100 |
0.382 |
1.05966 |
LOW |
1.05535 |
0.618 |
1.04837 |
1.000 |
1.04406 |
1.618 |
1.03708 |
2.618 |
1.02579 |
4.250 |
1.00737 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1.06100 |
1.06190 |
PP |
1.06030 |
1.06090 |
S1 |
1.05961 |
1.05991 |
|