Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.05284 |
1.05730 |
0.00446 |
0.4% |
1.05170 |
High |
1.05822 |
1.06268 |
0.00446 |
0.4% |
1.06136 |
Low |
1.05108 |
1.05509 |
0.00401 |
0.4% |
1.03405 |
Close |
1.05725 |
1.05533 |
-0.00192 |
-0.2% |
1.05290 |
Range |
0.00714 |
0.00759 |
0.00045 |
6.3% |
0.02731 |
ATR |
0.00992 |
0.00975 |
-0.00017 |
-1.7% |
0.00000 |
Volume |
123,144 |
143,039 |
19,895 |
16.2% |
656,969 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08047 |
1.07549 |
1.05950 |
|
R3 |
1.07288 |
1.06790 |
1.05742 |
|
R2 |
1.06529 |
1.06529 |
1.05672 |
|
R1 |
1.06031 |
1.06031 |
1.05603 |
1.05901 |
PP |
1.05770 |
1.05770 |
1.05770 |
1.05705 |
S1 |
1.05272 |
1.05272 |
1.05463 |
1.05142 |
S2 |
1.05011 |
1.05011 |
1.05394 |
|
S3 |
1.04252 |
1.04513 |
1.05324 |
|
S4 |
1.03493 |
1.03754 |
1.05116 |
|
|
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 |
1.06268 |
1.03896 |
0.02372 |
2.2% |
0.00956 |
0.9% |
69% |
True |
False |
143,847 |
10 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.01061 |
1.0% |
69% |
False |
False |
129,373 |
20 |
1.06698 |
1.03405 |
0.03293 |
3.1% |
0.00938 |
0.9% |
65% |
False |
False |
136,282 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.1% |
0.01015 |
1.0% |
40% |
False |
False |
159,344 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00988 |
0.9% |
22% |
False |
False |
157,926 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00912 |
0.9% |
22% |
False |
False |
152,143 |
100 |
1.13392 |
1.03405 |
0.09987 |
9.5% |
0.00872 |
0.8% |
21% |
False |
False |
148,549 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.7% |
0.00849 |
0.8% |
21% |
False |
False |
145,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.09494 |
2.618 |
1.08255 |
1.618 |
1.07496 |
1.000 |
1.07027 |
0.618 |
1.06737 |
HIGH |
1.06268 |
0.618 |
1.05978 |
0.500 |
1.05889 |
0.382 |
1.05799 |
LOW |
1.05509 |
0.618 |
1.05040 |
1.000 |
1.04750 |
1.618 |
1.04281 |
2.618 |
1.03522 |
4.250 |
1.02283 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.05889 |
1.05688 |
PP |
1.05770 |
1.05636 |
S1 |
1.05652 |
1.05585 |
|