Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
1.08607 |
1.09285 |
0.00678 |
0.6% |
1.10182 |
High |
1.09332 |
1.09892 |
0.00560 |
0.5% |
1.10215 |
Low |
1.08558 |
1.09225 |
0.00667 |
0.6% |
1.08391 |
Close |
1.09304 |
1.09743 |
0.00439 |
0.4% |
1.09304 |
Range |
0.00774 |
0.00667 |
-0.00107 |
-13.8% |
0.01824 |
ATR |
0.00718 |
0.00714 |
-0.00004 |
-0.5% |
0.00000 |
Volume |
123,990 |
117,518 |
-6,472 |
-5.2% |
682,056 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.11621 |
1.11349 |
1.10110 |
|
R3 |
1.10954 |
1.10682 |
1.09926 |
|
R2 |
1.10287 |
1.10287 |
1.09865 |
|
R1 |
1.10015 |
1.10015 |
1.09804 |
1.10151 |
PP |
1.09620 |
1.09620 |
1.09620 |
1.09688 |
S1 |
1.09348 |
1.09348 |
1.09682 |
1.09484 |
S2 |
1.08953 |
1.08953 |
1.09621 |
|
S3 |
1.08286 |
1.08681 |
1.09560 |
|
S4 |
1.07619 |
1.08014 |
1.09376 |
|
|
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 |
1.09892 |
1.08391 |
0.01501 |
1.4% |
0.00625 |
0.6% |
90% |
True |
False |
130,197 |
10 |
1.10215 |
1.08391 |
0.01824 |
1.7% |
0.00676 |
0.6% |
74% |
False |
False |
134,049 |
20 |
1.10215 |
1.06372 |
0.03843 |
3.5% |
0.00724 |
0.7% |
88% |
False |
False |
132,726 |
40 |
1.10215 |
1.05697 |
0.04518 |
4.1% |
0.00669 |
0.6% |
90% |
False |
False |
122,958 |
60 |
1.10215 |
1.04934 |
0.05281 |
4.8% |
0.00692 |
0.6% |
91% |
False |
False |
128,297 |
80 |
1.10215 |
1.04934 |
0.05281 |
4.8% |
0.00713 |
0.6% |
91% |
False |
False |
133,917 |
100 |
1.10215 |
1.03405 |
0.06810 |
6.2% |
0.00766 |
0.7% |
93% |
False |
False |
136,864 |
120 |
1.10215 |
1.03405 |
0.06810 |
6.2% |
0.00816 |
0.7% |
93% |
False |
False |
141,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.12727 |
2.618 |
1.11638 |
1.618 |
1.10971 |
1.000 |
1.10559 |
0.618 |
1.10304 |
HIGH |
1.09892 |
0.618 |
1.09637 |
0.500 |
1.09559 |
0.382 |
1.09480 |
LOW |
1.09225 |
0.618 |
1.08813 |
1.000 |
1.08558 |
1.618 |
1.08146 |
2.618 |
1.07479 |
4.250 |
1.06390 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
1.09682 |
1.09543 |
PP |
1.09620 |
1.09342 |
S1 |
1.09559 |
1.09142 |
|