Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.06286 |
1.06612 |
0.00326 |
0.3% |
1.06001 |
High |
1.06764 |
1.07091 |
0.00327 |
0.3% |
1.07186 |
Low |
1.05893 |
1.06248 |
0.00355 |
0.3% |
1.05795 |
Close |
1.06621 |
1.06988 |
0.00367 |
0.3% |
1.06988 |
Range |
0.00871 |
0.00843 |
-0.00028 |
-3.2% |
0.01391 |
ATR |
0.00983 |
0.00973 |
-0.00010 |
-1.0% |
0.00000 |
Volume |
205,438 |
194,561 |
-10,877 |
-5.3% |
932,961 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09305 |
1.08989 |
1.07452 |
|
R3 |
1.08462 |
1.08146 |
1.07220 |
|
R2 |
1.07619 |
1.07619 |
1.07143 |
|
R1 |
1.07303 |
1.07303 |
1.07065 |
1.07461 |
PP |
1.06776 |
1.06776 |
1.06776 |
1.06855 |
S1 |
1.06460 |
1.06460 |
1.06911 |
1.06618 |
S2 |
1.05933 |
1.05933 |
1.06833 |
|
S3 |
1.05090 |
1.05617 |
1.06756 |
|
S4 |
1.04247 |
1.04774 |
1.06524 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10829 |
1.10300 |
1.07753 |
|
R3 |
1.09438 |
1.08909 |
1.07371 |
|
R2 |
1.08047 |
1.08047 |
1.07243 |
|
R1 |
1.07518 |
1.07518 |
1.07116 |
1.07783 |
PP |
1.06656 |
1.06656 |
1.06656 |
1.06789 |
S1 |
1.06127 |
1.06127 |
1.06860 |
1.06392 |
S2 |
1.05265 |
1.05265 |
1.06733 |
|
S3 |
1.03874 |
1.04736 |
1.06605 |
|
S4 |
1.02483 |
1.03345 |
1.06223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.07186 |
1.05795 |
0.01391 |
1.3% |
0.00874 |
0.8% |
86% |
False |
False |
186,592 |
10 |
1.07186 |
1.04537 |
0.02649 |
2.5% |
0.00940 |
0.9% |
93% |
False |
False |
170,170 |
20 |
1.07186 |
1.03405 |
0.03781 |
3.5% |
0.00956 |
0.9% |
95% |
False |
False |
144,293 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.01036 |
1.0% |
67% |
False |
False |
158,146 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.01028 |
1.0% |
37% |
False |
False |
164,993 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00946 |
0.9% |
37% |
False |
False |
156,390 |
100 |
1.13268 |
1.03405 |
0.09863 |
9.2% |
0.00892 |
0.8% |
36% |
False |
False |
151,792 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.6% |
0.00862 |
0.8% |
35% |
False |
False |
148,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.10674 |
2.618 |
1.09298 |
1.618 |
1.08455 |
1.000 |
1.07934 |
0.618 |
1.07612 |
HIGH |
1.07091 |
0.618 |
1.06769 |
0.500 |
1.06670 |
0.382 |
1.06570 |
LOW |
1.06248 |
0.618 |
1.05727 |
1.000 |
1.05405 |
1.618 |
1.04884 |
2.618 |
1.04041 |
4.250 |
1.02665 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.06882 |
1.06831 |
PP |
1.06776 |
1.06674 |
S1 |
1.06670 |
1.06518 |
|