Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.06117 |
1.05321 |
-0.00796 |
-0.8% |
1.06426 |
High |
1.06296 |
1.06515 |
0.00219 |
0.2% |
1.08740 |
Low |
1.05311 |
1.05254 |
-0.00057 |
-0.1% |
1.05055 |
Close |
1.05594 |
1.06344 |
0.00750 |
0.7% |
1.05594 |
Range |
0.00985 |
0.01261 |
0.00276 |
28.0% |
0.03685 |
ATR |
0.01139 |
0.01147 |
0.00009 |
0.8% |
0.00000 |
Volume |
159,496 |
160,031 |
535 |
0.3% |
914,261 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09821 |
1.09343 |
1.07038 |
|
R3 |
1.08560 |
1.08082 |
1.06691 |
|
R2 |
1.07299 |
1.07299 |
1.06575 |
|
R1 |
1.06821 |
1.06821 |
1.06460 |
1.07060 |
PP |
1.06038 |
1.06038 |
1.06038 |
1.06157 |
S1 |
1.05560 |
1.05560 |
1.06228 |
1.05799 |
S2 |
1.04777 |
1.04777 |
1.06113 |
|
S3 |
1.03516 |
1.04299 |
1.05997 |
|
S4 |
1.02255 |
1.03038 |
1.05650 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17518 |
1.15241 |
1.07621 |
|
R3 |
1.13833 |
1.11556 |
1.06607 |
|
R2 |
1.10148 |
1.10148 |
1.06270 |
|
R1 |
1.07871 |
1.07871 |
1.05932 |
1.07167 |
PP |
1.06463 |
1.06463 |
1.06463 |
1.06111 |
S1 |
1.04186 |
1.04186 |
1.05256 |
1.03482 |
S2 |
1.02778 |
1.02778 |
1.04918 |
|
S3 |
0.99093 |
1.00501 |
1.04581 |
|
S4 |
0.95408 |
0.96816 |
1.03567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.08740 |
1.05254 |
0.03486 |
3.3% |
0.01290 |
1.2% |
31% |
False |
True |
166,417 |
10 |
1.08740 |
1.05055 |
0.03685 |
3.5% |
0.01288 |
1.2% |
35% |
False |
False |
182,765 |
20 |
1.08740 |
1.05055 |
0.03685 |
3.5% |
0.01111 |
1.0% |
35% |
False |
False |
184,411 |
40 |
1.12992 |
1.05055 |
0.07937 |
7.5% |
0.01011 |
1.0% |
16% |
False |
False |
167,234 |
60 |
1.12992 |
1.05055 |
0.07937 |
7.5% |
0.00903 |
0.8% |
16% |
False |
False |
156,899 |
80 |
1.13546 |
1.05055 |
0.08491 |
8.0% |
0.00854 |
0.8% |
15% |
False |
False |
151,474 |
100 |
1.13660 |
1.05055 |
0.08605 |
8.1% |
0.00830 |
0.8% |
15% |
False |
False |
147,383 |
120 |
1.13660 |
1.05055 |
0.08605 |
8.1% |
0.00827 |
0.8% |
15% |
False |
False |
151,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11874 |
2.618 |
1.09816 |
1.618 |
1.08555 |
1.000 |
1.07776 |
0.618 |
1.07294 |
HIGH |
1.06515 |
0.618 |
1.06033 |
0.500 |
1.05885 |
0.382 |
1.05736 |
LOW |
1.05254 |
0.618 |
1.04475 |
1.000 |
1.03993 |
1.618 |
1.03214 |
2.618 |
1.01953 |
4.250 |
0.99895 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.06191 |
1.06997 |
PP |
1.06038 |
1.06779 |
S1 |
1.05885 |
1.06562 |
|