Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
1.08666 |
1.08607 |
-0.00059 |
-0.1% |
1.10182 |
High |
1.08928 |
1.09332 |
0.00404 |
0.4% |
1.10215 |
Low |
1.08391 |
1.08558 |
0.00167 |
0.2% |
1.08391 |
Close |
1.08607 |
1.09304 |
0.00697 |
0.6% |
1.09304 |
Range |
0.00537 |
0.00774 |
0.00237 |
44.1% |
0.01824 |
ATR |
0.00713 |
0.00718 |
0.00004 |
0.6% |
0.00000 |
Volume |
124,935 |
123,990 |
-945 |
-0.8% |
682,056 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.11387 |
1.11119 |
1.09730 |
|
R3 |
1.10613 |
1.10345 |
1.09517 |
|
R2 |
1.09839 |
1.09839 |
1.09446 |
|
R1 |
1.09571 |
1.09571 |
1.09375 |
1.09705 |
PP |
1.09065 |
1.09065 |
1.09065 |
1.09132 |
S1 |
1.08797 |
1.08797 |
1.09233 |
1.08931 |
S2 |
1.08291 |
1.08291 |
1.09162 |
|
S3 |
1.07517 |
1.08023 |
1.09091 |
|
S4 |
1.06743 |
1.07249 |
1.08878 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14775 |
1.13864 |
1.10307 |
|
R3 |
1.12951 |
1.12040 |
1.09806 |
|
R2 |
1.11127 |
1.11127 |
1.09638 |
|
R1 |
1.10216 |
1.10216 |
1.09471 |
1.09760 |
PP |
1.09303 |
1.09303 |
1.09303 |
1.09075 |
S1 |
1.08392 |
1.08392 |
1.09137 |
1.07936 |
S2 |
1.07479 |
1.07479 |
1.08970 |
|
S3 |
1.05655 |
1.06568 |
1.08802 |
|
S4 |
1.03831 |
1.04744 |
1.08301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.10215 |
1.08391 |
0.01824 |
1.7% |
0.00700 |
0.6% |
50% |
False |
False |
136,411 |
10 |
1.10215 |
1.08391 |
0.01824 |
1.7% |
0.00649 |
0.6% |
50% |
False |
False |
128,738 |
20 |
1.10215 |
1.06027 |
0.04188 |
3.8% |
0.00725 |
0.7% |
78% |
False |
False |
130,384 |
40 |
1.10215 |
1.05697 |
0.04518 |
4.1% |
0.00665 |
0.6% |
80% |
False |
False |
122,631 |
60 |
1.10215 |
1.04934 |
0.05281 |
4.8% |
0.00685 |
0.6% |
83% |
False |
False |
128,079 |
80 |
1.10215 |
1.04934 |
0.05281 |
4.8% |
0.00714 |
0.7% |
83% |
False |
False |
134,592 |
100 |
1.10215 |
1.03405 |
0.06810 |
6.2% |
0.00762 |
0.7% |
87% |
False |
False |
136,532 |
120 |
1.10215 |
1.03405 |
0.06810 |
6.2% |
0.00821 |
0.8% |
87% |
False |
False |
142,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.12622 |
2.618 |
1.11358 |
1.618 |
1.10584 |
1.000 |
1.10106 |
0.618 |
1.09810 |
HIGH |
1.09332 |
0.618 |
1.09036 |
0.500 |
1.08945 |
0.382 |
1.08854 |
LOW |
1.08558 |
0.618 |
1.08080 |
1.000 |
1.07784 |
1.618 |
1.07306 |
2.618 |
1.06532 |
4.250 |
1.05269 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1.09184 |
1.09157 |
PP |
1.09065 |
1.09009 |
S1 |
1.08945 |
1.08862 |
|