Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.05730 |
1.05533 |
-0.00197 |
-0.2% |
1.05170 |
High |
1.06268 |
1.06224 |
-0.00044 |
0.0% |
1.06136 |
Low |
1.05509 |
1.04537 |
-0.00972 |
-0.9% |
1.03405 |
Close |
1.05533 |
1.05816 |
0.00283 |
0.3% |
1.05290 |
Range |
0.00759 |
0.01687 |
0.00928 |
122.3% |
0.02731 |
ATR |
0.00975 |
0.01026 |
0.00051 |
5.2% |
0.00000 |
Volume |
143,039 |
172,703 |
29,664 |
20.7% |
656,969 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10587 |
1.09888 |
1.06744 |
|
R3 |
1.08900 |
1.08201 |
1.06280 |
|
R2 |
1.07213 |
1.07213 |
1.06125 |
|
R1 |
1.06514 |
1.06514 |
1.05971 |
1.06864 |
PP |
1.05526 |
1.05526 |
1.05526 |
1.05700 |
S1 |
1.04827 |
1.04827 |
1.05661 |
1.05177 |
S2 |
1.03839 |
1.03839 |
1.05507 |
|
S3 |
1.02152 |
1.03140 |
1.05352 |
|
S4 |
1.00465 |
1.01453 |
1.04888 |
|
|
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 |
1.04537 |
0.01731 |
1.6% |
0.01074 |
1.0% |
74% |
False |
True |
151,584 |
10 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.01123 |
1.1% |
78% |
False |
False |
136,859 |
20 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.00936 |
0.9% |
78% |
False |
False |
136,120 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.01034 |
1.0% |
45% |
False |
False |
159,002 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.01008 |
1.0% |
25% |
False |
False |
159,134 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00924 |
0.9% |
25% |
False |
False |
152,189 |
100 |
1.13392 |
1.03405 |
0.09987 |
9.4% |
0.00882 |
0.8% |
24% |
False |
False |
148,832 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.7% |
0.00855 |
0.8% |
24% |
False |
False |
145,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13394 |
2.618 |
1.10641 |
1.618 |
1.08954 |
1.000 |
1.07911 |
0.618 |
1.07267 |
HIGH |
1.06224 |
0.618 |
1.05580 |
0.500 |
1.05381 |
0.382 |
1.05181 |
LOW |
1.04537 |
0.618 |
1.03494 |
1.000 |
1.02850 |
1.618 |
1.01807 |
2.618 |
1.00120 |
4.250 |
0.97367 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.05671 |
1.05678 |
PP |
1.05526 |
1.05540 |
S1 |
1.05381 |
1.05403 |
|