Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1.07820 |
1.08348 |
0.00528 |
0.5% |
1.07314 |
High |
1.08177 |
1.09050 |
0.00873 |
0.8% |
1.08238 |
Low |
1.07602 |
1.08274 |
0.00672 |
0.6% |
1.07191 |
Close |
1.07958 |
1.08638 |
0.00680 |
0.6% |
1.07958 |
Range |
0.00575 |
0.00776 |
0.00201 |
35.0% |
0.01047 |
ATR |
0.00709 |
0.00736 |
0.00027 |
3.9% |
0.00000 |
Volume |
129,549 |
121,451 |
-8,098 |
-6.3% |
628,406 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10982 |
1.10586 |
1.09065 |
|
R3 |
1.10206 |
1.09810 |
1.08851 |
|
R2 |
1.09430 |
1.09430 |
1.08780 |
|
R1 |
1.09034 |
1.09034 |
1.08709 |
1.09232 |
PP |
1.08654 |
1.08654 |
1.08654 |
1.08753 |
S1 |
1.08258 |
1.08258 |
1.08567 |
1.08456 |
S2 |
1.07878 |
1.07878 |
1.08496 |
|
S3 |
1.07102 |
1.07482 |
1.08425 |
|
S4 |
1.06326 |
1.06706 |
1.08211 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10937 |
1.10494 |
1.08534 |
|
R3 |
1.09890 |
1.09447 |
1.08246 |
|
R2 |
1.08843 |
1.08843 |
1.08150 |
|
R1 |
1.08400 |
1.08400 |
1.08054 |
1.08622 |
PP |
1.07796 |
1.07796 |
1.07796 |
1.07906 |
S1 |
1.07353 |
1.07353 |
1.07862 |
1.07575 |
S2 |
1.06749 |
1.06749 |
1.07766 |
|
S3 |
1.05702 |
1.06306 |
1.07670 |
|
S4 |
1.04655 |
1.05259 |
1.07382 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.09050 |
1.07191 |
0.01859 |
1.7% |
0.00640 |
0.6% |
78% |
True |
False |
129,083 |
10 |
1.09050 |
1.06005 |
0.03045 |
2.8% |
0.00689 |
0.6% |
86% |
True |
False |
131,175 |
20 |
1.09050 |
1.04948 |
0.04102 |
3.8% |
0.00713 |
0.7% |
90% |
True |
False |
136,607 |
40 |
1.09050 |
1.04934 |
0.04116 |
3.8% |
0.00735 |
0.7% |
90% |
True |
False |
141,735 |
60 |
1.09050 |
1.03405 |
0.05645 |
5.2% |
0.00807 |
0.7% |
93% |
True |
False |
148,262 |
80 |
1.09050 |
1.03405 |
0.05645 |
5.2% |
0.00850 |
0.8% |
93% |
True |
False |
147,004 |
100 |
1.12992 |
1.03405 |
0.09587 |
8.8% |
0.00914 |
0.8% |
55% |
False |
False |
157,125 |
120 |
1.12992 |
1.03405 |
0.09587 |
8.8% |
0.00880 |
0.8% |
55% |
False |
False |
152,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.12348 |
2.618 |
1.11082 |
1.618 |
1.10306 |
1.000 |
1.09826 |
0.618 |
1.09530 |
HIGH |
1.09050 |
0.618 |
1.08754 |
0.500 |
1.08662 |
0.382 |
1.08570 |
LOW |
1.08274 |
0.618 |
1.07794 |
1.000 |
1.07498 |
1.618 |
1.07018 |
2.618 |
1.06242 |
4.250 |
1.04976 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1.08662 |
1.08534 |
PP |
1.08654 |
1.08430 |
S1 |
1.08646 |
1.08326 |
|