Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.04010 |
1.03860 |
-0.00150 |
-0.1% |
1.05321 |
High |
1.04175 |
1.04508 |
0.00333 |
0.3% |
1.06698 |
Low |
1.03520 |
1.03823 |
0.00303 |
0.3% |
1.03663 |
Close |
1.03862 |
1.04235 |
0.00373 |
0.4% |
1.04453 |
Range |
0.00655 |
0.00685 |
0.00030 |
4.6% |
0.03035 |
ATR |
0.01107 |
0.01077 |
-0.00030 |
-2.7% |
0.00000 |
Volume |
153,799 |
140,171 |
-13,628 |
-8.9% |
905,419 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.06244 |
1.05924 |
1.04612 |
|
R3 |
1.05559 |
1.05239 |
1.04423 |
|
R2 |
1.04874 |
1.04874 |
1.04361 |
|
R1 |
1.04554 |
1.04554 |
1.04298 |
1.04714 |
PP |
1.04189 |
1.04189 |
1.04189 |
1.04269 |
S1 |
1.03869 |
1.03869 |
1.04172 |
1.04029 |
S2 |
1.03504 |
1.03504 |
1.04109 |
|
S3 |
1.02819 |
1.03184 |
1.04047 |
|
S4 |
1.02134 |
1.02499 |
1.03858 |
|
|
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 |
1.05395 |
1.03520 |
0.01875 |
1.8% |
0.00933 |
0.9% |
38% |
False |
False |
172,595 |
10 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01204 |
1.2% |
14% |
False |
False |
172,309 |
20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01135 |
1.1% |
14% |
False |
False |
177,987 |
40 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.01074 |
1.0% |
8% |
False |
False |
176,430 |
60 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00947 |
0.9% |
8% |
False |
False |
161,340 |
80 |
1.13268 |
1.03520 |
0.09748 |
9.4% |
0.00884 |
0.8% |
7% |
False |
False |
154,176 |
100 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00847 |
0.8% |
7% |
False |
False |
149,918 |
120 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00829 |
0.8% |
7% |
False |
False |
149,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.07419 |
2.618 |
1.06301 |
1.618 |
1.05616 |
1.000 |
1.05193 |
0.618 |
1.04931 |
HIGH |
1.04508 |
0.618 |
1.04246 |
0.500 |
1.04166 |
0.382 |
1.04085 |
LOW |
1.03823 |
0.618 |
1.03400 |
1.000 |
1.03138 |
1.618 |
1.02715 |
2.618 |
1.02030 |
4.250 |
1.00912 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.04212 |
1.04209 |
PP |
1.04189 |
1.04182 |
S1 |
1.04166 |
1.04156 |
|