Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.05533 |
1.05809 |
0.00276 |
0.3% |
1.05170 |
High |
1.06224 |
1.06844 |
0.00620 |
0.6% |
1.06136 |
Low |
1.04537 |
1.05715 |
0.01178 |
1.1% |
1.03405 |
Close |
1.05816 |
1.06117 |
0.00301 |
0.3% |
1.05290 |
Range |
0.01687 |
0.01129 |
-0.00558 |
-33.1% |
0.02731 |
ATR |
0.01026 |
0.01033 |
0.00007 |
0.7% |
0.00000 |
Volume |
172,703 |
180,327 |
7,624 |
4.4% |
656,969 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09612 |
1.08994 |
1.06738 |
|
R3 |
1.08483 |
1.07865 |
1.06427 |
|
R2 |
1.07354 |
1.07354 |
1.06324 |
|
R1 |
1.06736 |
1.06736 |
1.06220 |
1.07045 |
PP |
1.06225 |
1.06225 |
1.06225 |
1.06380 |
S1 |
1.05607 |
1.05607 |
1.06014 |
1.05916 |
S2 |
1.05096 |
1.05096 |
1.05910 |
|
S3 |
1.03967 |
1.04478 |
1.05807 |
|
S4 |
1.02838 |
1.03349 |
1.05496 |
|
|
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 |
1.06844 |
1.04537 |
0.02307 |
2.2% |
0.01034 |
1.0% |
68% |
True |
False |
152,899 |
10 |
1.06844 |
1.03405 |
0.03439 |
3.2% |
0.01151 |
1.1% |
79% |
True |
False |
143,457 |
20 |
1.06844 |
1.03405 |
0.03439 |
3.2% |
0.00906 |
0.9% |
79% |
True |
False |
133,211 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.01030 |
1.0% |
51% |
False |
False |
158,675 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.01008 |
0.9% |
28% |
False |
False |
159,804 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00928 |
0.9% |
28% |
False |
False |
152,750 |
100 |
1.13392 |
1.03405 |
0.09987 |
9.4% |
0.00890 |
0.8% |
27% |
False |
False |
149,354 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.7% |
0.00858 |
0.8% |
26% |
False |
False |
146,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11642 |
2.618 |
1.09800 |
1.618 |
1.08671 |
1.000 |
1.07973 |
0.618 |
1.07542 |
HIGH |
1.06844 |
0.618 |
1.06413 |
0.500 |
1.06280 |
0.382 |
1.06146 |
LOW |
1.05715 |
0.618 |
1.05017 |
1.000 |
1.04586 |
1.618 |
1.03888 |
2.618 |
1.02759 |
4.250 |
1.00917 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.06280 |
1.05975 |
PP |
1.06225 |
1.05833 |
S1 |
1.06171 |
1.05691 |
|