Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.07062 |
1.07625 |
0.00563 |
0.5% |
1.06001 |
High |
1.07686 |
1.07737 |
0.00051 |
0.0% |
1.07186 |
Low |
1.06941 |
1.07203 |
0.00262 |
0.2% |
1.05795 |
Close |
1.07637 |
1.07311 |
-0.00326 |
-0.3% |
1.06988 |
Range |
0.00745 |
0.00534 |
-0.00211 |
-28.3% |
0.01391 |
ATR |
0.00956 |
0.00926 |
-0.00030 |
-3.2% |
0.00000 |
Volume |
171,510 |
144,981 |
-26,529 |
-15.5% |
932,961 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09019 |
1.08699 |
1.07605 |
|
R3 |
1.08485 |
1.08165 |
1.07458 |
|
R2 |
1.07951 |
1.07951 |
1.07409 |
|
R1 |
1.07631 |
1.07631 |
1.07360 |
1.07524 |
PP |
1.07417 |
1.07417 |
1.07417 |
1.07364 |
S1 |
1.07097 |
1.07097 |
1.07262 |
1.06990 |
S2 |
1.06883 |
1.06883 |
1.07213 |
|
S3 |
1.06349 |
1.06563 |
1.07164 |
|
S4 |
1.05815 |
1.06029 |
1.07017 |
|
|
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 |
1.07737 |
1.05893 |
0.01844 |
1.7% |
0.00770 |
0.7% |
77% |
True |
False |
177,864 |
10 |
1.07737 |
1.04537 |
0.03200 |
3.0% |
0.00921 |
0.9% |
87% |
True |
False |
175,201 |
20 |
1.07737 |
1.03405 |
0.04332 |
4.0% |
0.00991 |
0.9% |
90% |
True |
False |
152,287 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.01015 |
0.9% |
73% |
False |
False |
157,081 |
60 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.01021 |
1.0% |
41% |
False |
False |
166,365 |
80 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00944 |
0.9% |
41% |
False |
False |
157,215 |
100 |
1.13268 |
1.03405 |
0.09863 |
9.2% |
0.00888 |
0.8% |
40% |
False |
False |
152,924 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.6% |
0.00865 |
0.8% |
38% |
False |
False |
149,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.10007 |
2.618 |
1.09135 |
1.618 |
1.08601 |
1.000 |
1.08271 |
0.618 |
1.08067 |
HIGH |
1.07737 |
0.618 |
1.07533 |
0.500 |
1.07470 |
0.382 |
1.07407 |
LOW |
1.07203 |
0.618 |
1.06873 |
1.000 |
1.06669 |
1.618 |
1.06339 |
2.618 |
1.05805 |
4.250 |
1.04934 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.07470 |
1.07205 |
PP |
1.07417 |
1.07099 |
S1 |
1.07364 |
1.06993 |
|