Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.04313 |
1.04010 |
-0.00303 |
-0.3% |
1.05321 |
High |
1.04792 |
1.04175 |
-0.00617 |
-0.6% |
1.06698 |
Low |
1.03925 |
1.03520 |
-0.00405 |
-0.4% |
1.03663 |
Close |
1.04015 |
1.03862 |
-0.00153 |
-0.1% |
1.04453 |
Range |
0.00867 |
0.00655 |
-0.00212 |
-24.5% |
0.03035 |
ATR |
0.01142 |
0.01107 |
-0.00035 |
-3.0% |
0.00000 |
Volume |
154,701 |
153,799 |
-902 |
-0.6% |
905,419 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.05817 |
1.05495 |
1.04222 |
|
R3 |
1.05162 |
1.04840 |
1.04042 |
|
R2 |
1.04507 |
1.04507 |
1.03982 |
|
R1 |
1.04185 |
1.04185 |
1.03922 |
1.04019 |
PP |
1.03852 |
1.03852 |
1.03852 |
1.03769 |
S1 |
1.03530 |
1.03530 |
1.03802 |
1.03364 |
S2 |
1.03197 |
1.03197 |
1.03742 |
|
S3 |
1.02542 |
1.02875 |
1.03682 |
|
S4 |
1.01887 |
1.02220 |
1.03502 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14043 |
1.12283 |
1.06122 |
|
R3 |
1.11008 |
1.09248 |
1.05288 |
|
R2 |
1.07973 |
1.07973 |
1.05009 |
|
R1 |
1.06213 |
1.06213 |
1.04731 |
1.05576 |
PP |
1.04938 |
1.04938 |
1.04938 |
1.04619 |
S1 |
1.03178 |
1.03178 |
1.04175 |
1.02541 |
S2 |
1.01903 |
1.01903 |
1.03897 |
|
S3 |
0.98868 |
1.00143 |
1.03618 |
|
S4 |
0.95833 |
0.97108 |
1.02784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06698 |
1.03520 |
0.03178 |
3.1% |
0.01142 |
1.1% |
11% |
False |
True |
179,752 |
10 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01194 |
1.1% |
7% |
False |
True |
172,431 |
20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01159 |
1.1% |
7% |
False |
True |
180,283 |
40 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.01074 |
1.0% |
4% |
False |
True |
176,154 |
60 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00945 |
0.9% |
4% |
False |
True |
161,127 |
80 |
1.13268 |
1.03520 |
0.09748 |
9.4% |
0.00880 |
0.8% |
4% |
False |
True |
154,135 |
100 |
1.13660 |
1.03520 |
0.10140 |
9.8% |
0.00848 |
0.8% |
3% |
False |
True |
149,614 |
120 |
1.13660 |
1.03520 |
0.10140 |
9.8% |
0.00830 |
0.8% |
3% |
False |
True |
150,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.06959 |
2.618 |
1.05890 |
1.618 |
1.05235 |
1.000 |
1.04830 |
0.618 |
1.04580 |
HIGH |
1.04175 |
0.618 |
1.03925 |
0.500 |
1.03848 |
0.382 |
1.03770 |
LOW |
1.03520 |
0.618 |
1.03115 |
1.000 |
1.02865 |
1.618 |
1.02460 |
2.618 |
1.01805 |
4.250 |
1.00736 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.03857 |
1.04156 |
PP |
1.03852 |
1.04058 |
S1 |
1.03848 |
1.03960 |
|