Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.06005 |
1.05284 |
-0.00721 |
-0.7% |
1.05170 |
High |
1.06125 |
1.05822 |
-0.00303 |
-0.3% |
1.06136 |
Low |
1.05244 |
1.05108 |
-0.00136 |
-0.1% |
1.03405 |
Close |
1.05290 |
1.05725 |
0.00435 |
0.4% |
1.05290 |
Range |
0.00881 |
0.00714 |
-0.00167 |
-19.0% |
0.02731 |
ATR |
0.01013 |
0.00992 |
-0.00021 |
-2.1% |
0.00000 |
Volume |
145,284 |
123,144 |
-22,140 |
-15.2% |
656,969 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.07694 |
1.07423 |
1.06118 |
|
R3 |
1.06980 |
1.06709 |
1.05921 |
|
R2 |
1.06266 |
1.06266 |
1.05856 |
|
R1 |
1.05995 |
1.05995 |
1.05790 |
1.06131 |
PP |
1.05552 |
1.05552 |
1.05552 |
1.05619 |
S1 |
1.05281 |
1.05281 |
1.05660 |
1.05417 |
S2 |
1.04838 |
1.04838 |
1.05594 |
|
S3 |
1.04124 |
1.04567 |
1.05529 |
|
S4 |
1.03410 |
1.03853 |
1.05332 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13137 |
1.11944 |
1.06792 |
|
R3 |
1.10406 |
1.09213 |
1.06041 |
|
R2 |
1.07675 |
1.07675 |
1.05791 |
|
R1 |
1.06482 |
1.06482 |
1.05540 |
1.07079 |
PP |
1.04944 |
1.04944 |
1.04944 |
1.05242 |
S1 |
1.03751 |
1.03751 |
1.05040 |
1.04348 |
S2 |
1.02213 |
1.02213 |
1.04789 |
|
S3 |
0.99482 |
1.01020 |
1.04539 |
|
S4 |
0.96751 |
0.98289 |
1.03788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06136 |
1.03405 |
0.02731 |
2.6% |
0.01103 |
1.0% |
85% |
False |
False |
141,039 |
10 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.01016 |
1.0% |
75% |
False |
False |
122,292 |
20 |
1.06698 |
1.03405 |
0.03293 |
3.1% |
0.00932 |
0.9% |
70% |
False |
False |
136,886 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.01021 |
1.0% |
43% |
False |
False |
160,649 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00985 |
0.9% |
24% |
False |
False |
157,118 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00910 |
0.9% |
24% |
False |
False |
151,896 |
100 |
1.13546 |
1.03405 |
0.10141 |
9.6% |
0.00870 |
0.8% |
23% |
False |
False |
148,557 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.7% |
0.00847 |
0.8% |
23% |
False |
False |
145,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.08857 |
2.618 |
1.07691 |
1.618 |
1.06977 |
1.000 |
1.06536 |
0.618 |
1.06263 |
HIGH |
1.05822 |
0.618 |
1.05549 |
0.500 |
1.05465 |
0.382 |
1.05381 |
LOW |
1.05108 |
0.618 |
1.04667 |
1.000 |
1.04394 |
1.618 |
1.03953 |
2.618 |
1.03239 |
4.250 |
1.02074 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.05638 |
1.05641 |
PP |
1.05552 |
1.05556 |
S1 |
1.05465 |
1.05472 |
|