Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.04520 |
1.04040 |
-0.00480 |
-0.5% |
1.04560 |
High |
1.04899 |
1.04993 |
0.00094 |
0.1% |
1.06495 |
Low |
1.03405 |
1.03896 |
0.00491 |
0.5% |
1.03722 |
Close |
1.04050 |
1.04870 |
0.00820 |
0.8% |
1.05168 |
Range |
0.01494 |
0.01097 |
-0.00397 |
-26.6% |
0.02773 |
ATR |
0.00993 |
0.01000 |
0.00007 |
0.8% |
0.00000 |
Volume |
128,999 |
134,017 |
5,018 |
3.9% |
527,188 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.07877 |
1.07471 |
1.05473 |
|
R3 |
1.06780 |
1.06374 |
1.05172 |
|
R2 |
1.05683 |
1.05683 |
1.05071 |
|
R1 |
1.05277 |
1.05277 |
1.04971 |
1.05480 |
PP |
1.04586 |
1.04586 |
1.04586 |
1.04688 |
S1 |
1.04180 |
1.04180 |
1.04769 |
1.04383 |
S2 |
1.03489 |
1.03489 |
1.04669 |
|
S3 |
1.02392 |
1.03083 |
1.04568 |
|
S4 |
1.01295 |
1.01986 |
1.04267 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13447 |
1.12081 |
1.06693 |
|
R3 |
1.10674 |
1.09308 |
1.05931 |
|
R2 |
1.07901 |
1.07901 |
1.05676 |
|
R1 |
1.06535 |
1.06535 |
1.05422 |
1.07218 |
PP |
1.05128 |
1.05128 |
1.05128 |
1.05470 |
S1 |
1.03762 |
1.03762 |
1.04914 |
1.04445 |
S2 |
1.02355 |
1.02355 |
1.04660 |
|
S3 |
0.99582 |
1.00989 |
1.04405 |
|
S4 |
0.96809 |
0.98216 |
1.03643 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.01172 |
1.1% |
47% |
False |
False |
122,133 |
10 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.00868 |
0.8% |
47% |
False |
False |
110,149 |
20 |
1.08740 |
1.03405 |
0.05335 |
5.1% |
0.01036 |
1.0% |
27% |
False |
False |
141,229 |
40 |
1.09533 |
1.03405 |
0.06128 |
5.8% |
0.01027 |
1.0% |
24% |
False |
False |
164,422 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00970 |
0.9% |
15% |
False |
False |
156,165 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00900 |
0.9% |
15% |
False |
False |
151,310 |
100 |
1.13660 |
1.03405 |
0.10255 |
9.8% |
0.00860 |
0.8% |
14% |
False |
False |
148,829 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.8% |
0.00840 |
0.8% |
14% |
False |
False |
145,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.09655 |
2.618 |
1.07865 |
1.618 |
1.06768 |
1.000 |
1.06090 |
0.618 |
1.05671 |
HIGH |
1.04993 |
0.618 |
1.04574 |
0.500 |
1.04445 |
0.382 |
1.04315 |
LOW |
1.03896 |
0.618 |
1.03218 |
1.000 |
1.02799 |
1.618 |
1.02121 |
2.618 |
1.01024 |
4.250 |
0.99234 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.04728 |
1.04691 |
PP |
1.04586 |
1.04512 |
S1 |
1.04445 |
1.04334 |
|