Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.07164 |
1.07530 |
0.00366 |
0.3% |
1.06168 |
High |
1.07681 |
1.08740 |
0.01059 |
1.0% |
1.06898 |
Low |
1.07101 |
1.05980 |
-0.01121 |
-1.0% |
1.05535 |
Close |
1.07528 |
1.06150 |
-0.01378 |
-1.3% |
1.06551 |
Range |
0.00580 |
0.02760 |
0.02180 |
375.9% |
0.01363 |
ATR |
0.01027 |
0.01150 |
0.00124 |
12.1% |
0.00000 |
Volume |
141,393 |
209,509 |
68,116 |
48.2% |
935,263 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15237 |
1.13453 |
1.07668 |
|
R3 |
1.12477 |
1.10693 |
1.06909 |
|
R2 |
1.09717 |
1.09717 |
1.06656 |
|
R1 |
1.07933 |
1.07933 |
1.06403 |
1.07445 |
PP |
1.06957 |
1.06957 |
1.06957 |
1.06713 |
S1 |
1.05173 |
1.05173 |
1.05897 |
1.04685 |
S2 |
1.04197 |
1.04197 |
1.05644 |
|
S3 |
1.01437 |
1.02413 |
1.05391 |
|
S4 |
0.98677 |
0.99653 |
1.04632 |
|
|
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 |
1.08740 |
1.05055 |
0.03685 |
3.5% |
0.01552 |
1.5% |
30% |
True |
False |
187,622 |
10 |
1.08740 |
1.05055 |
0.03685 |
3.5% |
0.01274 |
1.2% |
30% |
True |
False |
188,207 |
20 |
1.09231 |
1.05055 |
0.04176 |
3.9% |
0.01110 |
1.0% |
26% |
False |
False |
188,361 |
40 |
1.12992 |
1.05055 |
0.07937 |
7.5% |
0.00988 |
0.9% |
14% |
False |
False |
165,168 |
60 |
1.12992 |
1.05055 |
0.07937 |
7.5% |
0.00890 |
0.8% |
14% |
False |
False |
155,669 |
80 |
1.13593 |
1.05055 |
0.08538 |
8.0% |
0.00841 |
0.8% |
13% |
False |
False |
151,165 |
100 |
1.13660 |
1.05055 |
0.08605 |
8.1% |
0.00820 |
0.8% |
13% |
False |
False |
146,689 |
120 |
1.14258 |
1.05055 |
0.09203 |
8.7% |
0.00860 |
0.8% |
12% |
False |
False |
155,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.20470 |
2.618 |
1.15966 |
1.618 |
1.13206 |
1.000 |
1.11500 |
0.618 |
1.10446 |
HIGH |
1.08740 |
0.618 |
1.07686 |
0.500 |
1.07360 |
0.382 |
1.07034 |
LOW |
1.05980 |
0.618 |
1.04274 |
1.000 |
1.03220 |
1.618 |
1.01514 |
2.618 |
0.98754 |
4.250 |
0.94250 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.07360 |
1.07360 |
PP |
1.06957 |
1.06957 |
S1 |
1.06553 |
1.06553 |
|