Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.06483 |
1.05892 |
-0.00591 |
-0.6% |
1.05984 |
High |
1.06664 |
1.06685 |
0.00021 |
0.0% |
1.06574 |
Low |
1.05535 |
1.05836 |
0.00301 |
0.3% |
1.05180 |
Close |
1.05892 |
1.06603 |
0.00711 |
0.7% |
1.05779 |
Range |
0.01129 |
0.00849 |
-0.00280 |
-24.8% |
0.01394 |
ATR |
0.00966 |
0.00957 |
-0.00008 |
-0.9% |
0.00000 |
Volume |
205,361 |
187,489 |
-17,872 |
-8.7% |
897,359 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08922 |
1.08611 |
1.07070 |
|
R3 |
1.08073 |
1.07762 |
1.06836 |
|
R2 |
1.07224 |
1.07224 |
1.06759 |
|
R1 |
1.06913 |
1.06913 |
1.06681 |
1.07069 |
PP |
1.06375 |
1.06375 |
1.06375 |
1.06452 |
S1 |
1.06064 |
1.06064 |
1.06525 |
1.06220 |
S2 |
1.05526 |
1.05526 |
1.06447 |
|
S3 |
1.04677 |
1.05215 |
1.06370 |
|
S4 |
1.03828 |
1.04366 |
1.06136 |
|
|
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 |
1.05383 |
0.01461 |
1.4% |
0.00995 |
0.9% |
84% |
False |
False |
188,793 |
10 |
1.06844 |
1.05180 |
0.01664 |
1.6% |
0.00900 |
0.8% |
86% |
False |
False |
185,556 |
20 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.01064 |
1.0% |
18% |
False |
False |
189,834 |
40 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.00894 |
0.8% |
18% |
False |
False |
160,793 |
60 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.00815 |
0.8% |
18% |
False |
False |
151,912 |
80 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00799 |
0.7% |
17% |
False |
False |
148,573 |
100 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00780 |
0.7% |
17% |
False |
False |
144,431 |
120 |
1.14258 |
1.05180 |
0.09078 |
8.5% |
0.00837 |
0.8% |
16% |
False |
False |
155,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.10293 |
2.618 |
1.08908 |
1.618 |
1.08059 |
1.000 |
1.07534 |
0.618 |
1.07210 |
HIGH |
1.06685 |
0.618 |
1.06361 |
0.500 |
1.06261 |
0.382 |
1.06160 |
LOW |
1.05836 |
0.618 |
1.05311 |
1.000 |
1.04987 |
1.618 |
1.04462 |
2.618 |
1.03613 |
4.250 |
1.02228 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.06489 |
1.06439 |
PP |
1.06375 |
1.06274 |
S1 |
1.06261 |
1.06110 |
|