Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1.07630 |
1.07314 |
-0.00316 |
-0.3% |
1.06835 |
High |
1.07822 |
1.07770 |
-0.00052 |
0.0% |
1.07822 |
Low |
1.07274 |
1.07250 |
-0.00024 |
0.0% |
1.06005 |
Close |
1.07374 |
1.07398 |
0.00024 |
0.0% |
1.07374 |
Range |
0.00548 |
0.00520 |
-0.00028 |
-5.1% |
0.01817 |
ATR |
0.00766 |
0.00748 |
-0.00018 |
-2.3% |
0.00000 |
Volume |
133,904 |
104,441 |
-29,463 |
-22.0% |
698,564 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09033 |
1.08735 |
1.07684 |
|
R3 |
1.08513 |
1.08215 |
1.07541 |
|
R2 |
1.07993 |
1.07993 |
1.07493 |
|
R1 |
1.07695 |
1.07695 |
1.07446 |
1.07844 |
PP |
1.07473 |
1.07473 |
1.07473 |
1.07547 |
S1 |
1.07175 |
1.07175 |
1.07350 |
1.07324 |
S2 |
1.06953 |
1.06953 |
1.07303 |
|
S3 |
1.06433 |
1.06655 |
1.07255 |
|
S4 |
1.05913 |
1.06135 |
1.07112 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12518 |
1.11763 |
1.08373 |
|
R3 |
1.10701 |
1.09946 |
1.07874 |
|
R2 |
1.08884 |
1.08884 |
1.07707 |
|
R1 |
1.08129 |
1.08129 |
1.07541 |
1.08507 |
PP |
1.07067 |
1.07067 |
1.07067 |
1.07256 |
S1 |
1.06312 |
1.06312 |
1.07207 |
1.06690 |
S2 |
1.05250 |
1.05250 |
1.07041 |
|
S3 |
1.03433 |
1.04495 |
1.06874 |
|
S4 |
1.01616 |
1.02678 |
1.06375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.07822 |
1.06005 |
0.01817 |
1.7% |
0.00739 |
0.7% |
77% |
False |
False |
133,267 |
10 |
1.07822 |
1.05249 |
0.02573 |
2.4% |
0.00732 |
0.7% |
84% |
False |
False |
136,595 |
20 |
1.07822 |
1.04934 |
0.02888 |
2.7% |
0.00737 |
0.7% |
85% |
False |
False |
138,975 |
40 |
1.08285 |
1.04934 |
0.03351 |
3.1% |
0.00756 |
0.7% |
74% |
False |
False |
144,876 |
60 |
1.08285 |
1.03405 |
0.04880 |
4.5% |
0.00831 |
0.8% |
82% |
False |
False |
146,134 |
80 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.00890 |
0.8% |
75% |
False |
False |
151,381 |
100 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00921 |
0.9% |
42% |
False |
False |
157,542 |
120 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00885 |
0.8% |
42% |
False |
False |
153,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.09980 |
2.618 |
1.09131 |
1.618 |
1.08611 |
1.000 |
1.08290 |
0.618 |
1.08091 |
HIGH |
1.07770 |
0.618 |
1.07571 |
0.500 |
1.07510 |
0.382 |
1.07449 |
LOW |
1.07250 |
0.618 |
1.06929 |
1.000 |
1.06730 |
1.618 |
1.06409 |
2.618 |
1.05889 |
4.250 |
1.05040 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1.07510 |
1.07440 |
PP |
1.07473 |
1.07426 |
S1 |
1.07435 |
1.07412 |
|