Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
1.06925 |
1.07972 |
0.01047 |
1.0% |
1.07062 |
High |
1.08115 |
1.08073 |
-0.00042 |
0.0% |
1.07737 |
Low |
1.06844 |
1.07320 |
0.00476 |
0.4% |
1.06575 |
Close |
1.07971 |
1.07672 |
-0.00299 |
-0.3% |
1.06970 |
Range |
0.01271 |
0.00753 |
-0.00518 |
-40.8% |
0.01162 |
ATR |
0.00943 |
0.00930 |
-0.00014 |
-1.4% |
0.00000 |
Volume |
204,484 |
167,253 |
-37,231 |
-18.2% |
790,439 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09947 |
1.09563 |
1.08086 |
|
R3 |
1.09194 |
1.08810 |
1.07879 |
|
R2 |
1.08441 |
1.08441 |
1.07810 |
|
R1 |
1.08057 |
1.08057 |
1.07741 |
1.07873 |
PP |
1.07688 |
1.07688 |
1.07688 |
1.07596 |
S1 |
1.07304 |
1.07304 |
1.07603 |
1.07120 |
S2 |
1.06935 |
1.06935 |
1.07534 |
|
S3 |
1.06182 |
1.06551 |
1.07465 |
|
S4 |
1.05429 |
1.05798 |
1.07258 |
|
|
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% |
0.00993 |
0.9% |
77% |
False |
False |
169,243 |
10 |
1.08115 |
1.05893 |
0.02222 |
2.1% |
0.00854 |
0.8% |
80% |
False |
False |
171,432 |
20 |
1.08115 |
1.04537 |
0.03578 |
3.3% |
0.00922 |
0.9% |
88% |
False |
False |
166,753 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.00979 |
0.9% |
80% |
False |
False |
153,991 |
60 |
1.09533 |
1.03405 |
0.06128 |
5.7% |
0.00992 |
0.9% |
70% |
False |
False |
165,199 |
80 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00958 |
0.9% |
45% |
False |
False |
158,812 |
100 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00904 |
0.8% |
45% |
False |
False |
154,398 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.5% |
0.00871 |
0.8% |
42% |
False |
False |
151,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11273 |
2.618 |
1.10044 |
1.618 |
1.09291 |
1.000 |
1.08826 |
0.618 |
1.08538 |
HIGH |
1.08073 |
0.618 |
1.07785 |
0.500 |
1.07697 |
0.382 |
1.07608 |
LOW |
1.07320 |
0.618 |
1.06855 |
1.000 |
1.06567 |
1.618 |
1.06102 |
2.618 |
1.05349 |
4.250 |
1.04120 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
1.07697 |
1.07501 |
PP |
1.07688 |
1.07329 |
S1 |
1.07680 |
1.07158 |
|