Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.06426 |
1.07640 |
0.01214 |
1.1% |
1.06168 |
High |
1.07962 |
1.07850 |
-0.00112 |
-0.1% |
1.06898 |
Low |
1.05055 |
1.06984 |
0.01929 |
1.8% |
1.05535 |
Close |
1.07632 |
1.07168 |
-0.00464 |
-0.4% |
1.06551 |
Range |
0.02907 |
0.00866 |
-0.02041 |
-70.2% |
0.01363 |
ATR |
0.01076 |
0.01061 |
-0.00015 |
-1.4% |
0.00000 |
Volume |
242,205 |
161,658 |
-80,547 |
-33.3% |
935,263 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09932 |
1.09416 |
1.07644 |
|
R3 |
1.09066 |
1.08550 |
1.07406 |
|
R2 |
1.08200 |
1.08200 |
1.07327 |
|
R1 |
1.07684 |
1.07684 |
1.07247 |
1.07509 |
PP |
1.07334 |
1.07334 |
1.07334 |
1.07247 |
S1 |
1.06818 |
1.06818 |
1.07089 |
1.06643 |
S2 |
1.06468 |
1.06468 |
1.07009 |
|
S3 |
1.05602 |
1.05952 |
1.06930 |
|
S4 |
1.04736 |
1.05086 |
1.06692 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10417 |
1.09847 |
1.07301 |
|
R3 |
1.09054 |
1.08484 |
1.06926 |
|
R2 |
1.07691 |
1.07691 |
1.06801 |
|
R1 |
1.07121 |
1.07121 |
1.06676 |
1.07406 |
PP |
1.06328 |
1.06328 |
1.06328 |
1.06471 |
S1 |
1.05758 |
1.05758 |
1.06426 |
1.06043 |
S2 |
1.04965 |
1.04965 |
1.06301 |
|
S3 |
1.03602 |
1.04395 |
1.06176 |
|
S4 |
1.02239 |
1.03032 |
1.05801 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.07962 |
1.05055 |
0.02907 |
2.7% |
0.01279 |
1.2% |
73% |
False |
False |
196,011 |
10 |
1.07962 |
1.05055 |
0.02907 |
2.7% |
0.01124 |
1.0% |
73% |
False |
False |
188,135 |
20 |
1.12992 |
1.05055 |
0.07937 |
7.4% |
0.01184 |
1.1% |
27% |
False |
False |
199,732 |
40 |
1.12992 |
1.05055 |
0.07937 |
7.4% |
0.00938 |
0.9% |
27% |
False |
False |
163,879 |
60 |
1.12992 |
1.05055 |
0.07937 |
7.4% |
0.00855 |
0.8% |
27% |
False |
False |
154,557 |
80 |
1.13660 |
1.05055 |
0.08605 |
8.0% |
0.00818 |
0.8% |
25% |
False |
False |
150,988 |
100 |
1.13660 |
1.05055 |
0.08605 |
8.0% |
0.00800 |
0.7% |
25% |
False |
False |
146,263 |
120 |
1.14258 |
1.05055 |
0.09203 |
8.6% |
0.00852 |
0.8% |
23% |
False |
False |
155,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11531 |
2.618 |
1.10117 |
1.618 |
1.09251 |
1.000 |
1.08716 |
0.618 |
1.08385 |
HIGH |
1.07850 |
0.618 |
1.07519 |
0.500 |
1.07417 |
0.382 |
1.07315 |
LOW |
1.06984 |
0.618 |
1.06449 |
1.000 |
1.06118 |
1.618 |
1.05583 |
2.618 |
1.04717 |
4.250 |
1.03304 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.07417 |
1.06948 |
PP |
1.07334 |
1.06728 |
S1 |
1.07251 |
1.06509 |
|