Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.07178 |
1.06925 |
-0.00253 |
-0.2% |
1.07062 |
High |
1.07399 |
1.08115 |
0.00716 |
0.7% |
1.07737 |
Low |
1.06201 |
1.06844 |
0.00643 |
0.6% |
1.06575 |
Close |
1.06921 |
1.07971 |
0.01050 |
1.0% |
1.06970 |
Range |
0.01198 |
0.01271 |
0.00073 |
6.1% |
0.01162 |
ATR |
0.00918 |
0.00943 |
0.00025 |
2.7% |
0.00000 |
Volume |
152,152 |
204,484 |
52,332 |
34.4% |
790,439 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.11456 |
1.10985 |
1.08670 |
|
R3 |
1.10185 |
1.09714 |
1.08321 |
|
R2 |
1.08914 |
1.08914 |
1.08204 |
|
R1 |
1.08443 |
1.08443 |
1.08088 |
1.08679 |
PP |
1.07643 |
1.07643 |
1.07643 |
1.07761 |
S1 |
1.07172 |
1.07172 |
1.07854 |
1.07408 |
S2 |
1.06372 |
1.06372 |
1.07738 |
|
S3 |
1.05101 |
1.05901 |
1.07621 |
|
S4 |
1.03830 |
1.04630 |
1.07272 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10580 |
1.09937 |
1.07609 |
|
R3 |
1.09418 |
1.08775 |
1.07290 |
|
R2 |
1.08256 |
1.08256 |
1.07183 |
|
R1 |
1.07613 |
1.07613 |
1.07077 |
1.07354 |
PP |
1.07094 |
1.07094 |
1.07094 |
1.06964 |
S1 |
1.06451 |
1.06451 |
1.06863 |
1.06192 |
S2 |
1.05932 |
1.05932 |
1.06757 |
|
S3 |
1.04770 |
1.05289 |
1.06650 |
|
S4 |
1.03608 |
1.04127 |
1.06331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.08115 |
1.06201 |
0.01914 |
1.8% |
0.00959 |
0.9% |
92% |
True |
False |
166,116 |
10 |
1.08115 |
1.05893 |
0.02222 |
2.1% |
0.00865 |
0.8% |
94% |
True |
False |
171,990 |
20 |
1.08115 |
1.03896 |
0.04219 |
3.9% |
0.00939 |
0.9% |
97% |
True |
False |
165,091 |
40 |
1.08740 |
1.03405 |
0.05335 |
4.9% |
0.00975 |
0.9% |
86% |
False |
False |
153,345 |
60 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.01045 |
1.0% |
48% |
False |
False |
168,807 |
80 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00957 |
0.9% |
48% |
False |
False |
158,612 |
100 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00903 |
0.8% |
48% |
False |
False |
154,072 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.5% |
0.00870 |
0.8% |
45% |
False |
False |
151,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13517 |
2.618 |
1.11442 |
1.618 |
1.10171 |
1.000 |
1.09386 |
0.618 |
1.08900 |
HIGH |
1.08115 |
0.618 |
1.07629 |
0.500 |
1.07480 |
0.382 |
1.07330 |
LOW |
1.06844 |
0.618 |
1.06059 |
1.000 |
1.05573 |
1.618 |
1.04788 |
2.618 |
1.03517 |
4.250 |
1.01442 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.07807 |
1.07700 |
PP |
1.07643 |
1.07429 |
S1 |
1.07480 |
1.07158 |
|