Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1.05476 |
1.05040 |
-0.00436 |
-0.4% |
1.05676 |
High |
1.05508 |
1.06236 |
0.00728 |
0.7% |
1.06299 |
Low |
1.04948 |
1.05019 |
0.00071 |
0.1% |
1.04948 |
Close |
1.05058 |
1.06207 |
0.01149 |
1.1% |
1.06207 |
Range |
0.00560 |
0.01217 |
0.00657 |
117.3% |
0.01351 |
ATR |
0.00743 |
0.00777 |
0.00034 |
4.6% |
0.00000 |
Volume |
132,259 |
150,974 |
18,715 |
14.2% |
726,053 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09472 |
1.09056 |
1.06876 |
|
R3 |
1.08255 |
1.07839 |
1.06542 |
|
R2 |
1.07038 |
1.07038 |
1.06430 |
|
R1 |
1.06622 |
1.06622 |
1.06319 |
1.06830 |
PP |
1.05821 |
1.05821 |
1.05821 |
1.05925 |
S1 |
1.05405 |
1.05405 |
1.06095 |
1.05613 |
S2 |
1.04604 |
1.04604 |
1.05984 |
|
S3 |
1.03387 |
1.04188 |
1.05872 |
|
S4 |
1.02170 |
1.02971 |
1.05538 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09871 |
1.09390 |
1.06950 |
|
R3 |
1.08520 |
1.08039 |
1.06579 |
|
R2 |
1.07169 |
1.07169 |
1.06455 |
|
R1 |
1.06688 |
1.06688 |
1.06331 |
1.06929 |
PP |
1.05818 |
1.05818 |
1.05818 |
1.05938 |
S1 |
1.05337 |
1.05337 |
1.06083 |
1.05578 |
S2 |
1.04467 |
1.04467 |
1.05959 |
|
S3 |
1.03116 |
1.03986 |
1.05835 |
|
S4 |
1.01765 |
1.02635 |
1.05464 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06299 |
1.04948 |
0.01351 |
1.3% |
0.00777 |
0.7% |
93% |
False |
False |
145,210 |
10 |
1.06326 |
1.04934 |
0.01392 |
1.3% |
0.00706 |
0.7% |
91% |
False |
False |
139,011 |
20 |
1.07971 |
1.04934 |
0.03037 |
2.9% |
0.00733 |
0.7% |
42% |
False |
False |
142,513 |
40 |
1.08285 |
1.04537 |
0.03748 |
3.5% |
0.00811 |
0.8% |
45% |
False |
False |
154,361 |
60 |
1.08285 |
1.03405 |
0.04880 |
4.6% |
0.00860 |
0.8% |
57% |
False |
False |
149,151 |
80 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.00924 |
0.9% |
53% |
False |
False |
158,569 |
100 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00913 |
0.9% |
29% |
False |
False |
155,778 |
120 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00875 |
0.8% |
29% |
False |
False |
152,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11408 |
2.618 |
1.09422 |
1.618 |
1.08205 |
1.000 |
1.07453 |
0.618 |
1.06988 |
HIGH |
1.06236 |
0.618 |
1.05771 |
0.500 |
1.05628 |
0.382 |
1.05484 |
LOW |
1.05019 |
0.618 |
1.04267 |
1.000 |
1.03802 |
1.618 |
1.03050 |
2.618 |
1.01833 |
4.250 |
0.99847 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1.06014 |
1.06002 |
PP |
1.05821 |
1.05797 |
S1 |
1.05628 |
1.05592 |
|