Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1.07314 |
1.07384 |
0.00070 |
0.1% |
1.06835 |
High |
1.07770 |
1.08190 |
0.00420 |
0.4% |
1.07822 |
Low |
1.07250 |
1.07191 |
-0.00059 |
-0.1% |
1.06005 |
Close |
1.07398 |
1.08096 |
0.00698 |
0.6% |
1.07374 |
Range |
0.00520 |
0.00999 |
0.00479 |
92.1% |
0.01817 |
ATR |
0.00748 |
0.00766 |
0.00018 |
2.4% |
0.00000 |
Volume |
104,441 |
137,428 |
32,987 |
31.6% |
698,564 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10823 |
1.10458 |
1.08645 |
|
R3 |
1.09824 |
1.09459 |
1.08371 |
|
R2 |
1.08825 |
1.08825 |
1.08279 |
|
R1 |
1.08460 |
1.08460 |
1.08188 |
1.08643 |
PP |
1.07826 |
1.07826 |
1.07826 |
1.07917 |
S1 |
1.07461 |
1.07461 |
1.08004 |
1.07644 |
S2 |
1.06827 |
1.06827 |
1.07913 |
|
S3 |
1.05828 |
1.06462 |
1.07821 |
|
S4 |
1.04829 |
1.05463 |
1.07547 |
|
|
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 |
1.08190 |
1.06032 |
0.02158 |
2.0% |
0.00815 |
0.8% |
96% |
True |
False |
136,001 |
10 |
1.08190 |
1.05249 |
0.02941 |
2.7% |
0.00787 |
0.7% |
97% |
True |
False |
139,052 |
20 |
1.08190 |
1.04934 |
0.03256 |
3.0% |
0.00742 |
0.7% |
97% |
True |
False |
139,544 |
40 |
1.08285 |
1.04934 |
0.03351 |
3.1% |
0.00768 |
0.7% |
94% |
False |
False |
144,687 |
60 |
1.08285 |
1.03405 |
0.04880 |
4.5% |
0.00842 |
0.8% |
96% |
False |
False |
147,221 |
80 |
1.08740 |
1.03405 |
0.05335 |
4.9% |
0.00891 |
0.8% |
88% |
False |
False |
150,884 |
100 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00920 |
0.9% |
49% |
False |
False |
157,694 |
120 |
1.12992 |
1.03405 |
0.09587 |
8.9% |
0.00885 |
0.8% |
49% |
False |
False |
153,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.12436 |
2.618 |
1.10805 |
1.618 |
1.09806 |
1.000 |
1.09189 |
0.618 |
1.08807 |
HIGH |
1.08190 |
0.618 |
1.07808 |
0.500 |
1.07691 |
0.382 |
1.07573 |
LOW |
1.07191 |
0.618 |
1.06574 |
1.000 |
1.06192 |
1.618 |
1.05575 |
2.618 |
1.04576 |
4.250 |
1.02945 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1.07961 |
1.07961 |
PP |
1.07826 |
1.07826 |
S1 |
1.07691 |
1.07691 |
|