Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.04610 |
1.04528 |
-0.00082 |
-0.1% |
1.04313 |
High |
1.04630 |
1.04795 |
0.00165 |
0.2% |
1.04989 |
Low |
1.04324 |
1.03722 |
-0.00602 |
-0.6% |
1.03520 |
Close |
1.04541 |
1.04118 |
-0.00423 |
-0.4% |
1.04523 |
Range |
0.00306 |
0.01073 |
0.00767 |
250.7% |
0.01469 |
ATR |
0.00909 |
0.00921 |
0.00012 |
1.3% |
0.00000 |
Volume |
72,228 |
97,849 |
25,621 |
35.5% |
685,050 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.07431 |
1.06847 |
1.04708 |
|
R3 |
1.06358 |
1.05774 |
1.04413 |
|
R2 |
1.05285 |
1.05285 |
1.04315 |
|
R1 |
1.04701 |
1.04701 |
1.04216 |
1.04457 |
PP |
1.04212 |
1.04212 |
1.04212 |
1.04089 |
S1 |
1.03628 |
1.03628 |
1.04020 |
1.03384 |
S2 |
1.03139 |
1.03139 |
1.03921 |
|
S3 |
1.02066 |
1.02555 |
1.03823 |
|
S4 |
1.00993 |
1.01482 |
1.03528 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08751 |
1.08106 |
1.05331 |
|
R3 |
1.07282 |
1.06637 |
1.04927 |
|
R2 |
1.05813 |
1.05813 |
1.04792 |
|
R1 |
1.05168 |
1.05168 |
1.04658 |
1.05491 |
PP |
1.04344 |
1.04344 |
1.04344 |
1.04505 |
S1 |
1.03699 |
1.03699 |
1.04388 |
1.04022 |
S2 |
1.02875 |
1.02875 |
1.04254 |
|
S3 |
1.01406 |
1.02230 |
1.04119 |
|
S4 |
0.99937 |
1.00761 |
1.03715 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.04989 |
1.03722 |
0.01267 |
1.2% |
0.00564 |
0.5% |
31% |
False |
True |
98,166 |
10 |
1.05395 |
1.03520 |
0.01875 |
1.8% |
0.00749 |
0.7% |
32% |
False |
False |
135,380 |
20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01036 |
1.0% |
11% |
False |
False |
156,500 |
40 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.01045 |
1.0% |
6% |
False |
False |
172,164 |
60 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00939 |
0.9% |
6% |
False |
False |
158,300 |
80 |
1.13268 |
1.03520 |
0.09748 |
9.4% |
0.00871 |
0.8% |
6% |
False |
False |
152,729 |
100 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00843 |
0.8% |
6% |
False |
False |
149,353 |
120 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00822 |
0.8% |
6% |
False |
False |
146,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.09355 |
2.618 |
1.07604 |
1.618 |
1.06531 |
1.000 |
1.05868 |
0.618 |
1.05458 |
HIGH |
1.04795 |
0.618 |
1.04385 |
0.500 |
1.04259 |
0.382 |
1.04132 |
LOW |
1.03722 |
0.618 |
1.03059 |
1.000 |
1.02649 |
1.618 |
1.01986 |
2.618 |
1.00913 |
4.250 |
0.99162 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.04259 |
1.04259 |
PP |
1.04212 |
1.04212 |
S1 |
1.04165 |
1.04165 |
|