Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1.12453 |
1.12110 |
-0.00343 |
-0.3% |
1.11658 |
High |
1.12565 |
1.12847 |
0.00282 |
0.3% |
1.12847 |
Low |
1.12021 |
1.12043 |
0.00022 |
0.0% |
1.11096 |
Close |
1.12102 |
1.12748 |
0.00646 |
0.6% |
1.12748 |
Range |
0.00544 |
0.00804 |
0.00260 |
47.8% |
0.01751 |
ATR |
0.00751 |
0.00755 |
0.00004 |
0.5% |
0.00000 |
Volume |
230,938 |
233,621 |
2,683 |
1.2% |
1,122,083 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14958 |
1.14657 |
1.13190 |
|
R3 |
1.14154 |
1.13853 |
1.12969 |
|
R2 |
1.13350 |
1.13350 |
1.12895 |
|
R1 |
1.13049 |
1.13049 |
1.12822 |
1.13200 |
PP |
1.12546 |
1.12546 |
1.12546 |
1.12621 |
S1 |
1.12245 |
1.12245 |
1.12674 |
1.12396 |
S2 |
1.11742 |
1.11742 |
1.12601 |
|
S3 |
1.10938 |
1.11441 |
1.12527 |
|
S4 |
1.10134 |
1.10637 |
1.12306 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17483 |
1.16867 |
1.13711 |
|
R3 |
1.15732 |
1.15116 |
1.13230 |
|
R2 |
1.13981 |
1.13981 |
1.13069 |
|
R1 |
1.13365 |
1.13365 |
1.12909 |
1.13673 |
PP |
1.12230 |
1.12230 |
1.12230 |
1.12385 |
S1 |
1.11614 |
1.11614 |
1.12587 |
1.11922 |
S2 |
1.10479 |
1.10479 |
1.12427 |
|
S3 |
1.08728 |
1.09863 |
1.12266 |
|
S4 |
1.06977 |
1.08112 |
1.11785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12847 |
1.11096 |
0.01751 |
1.6% |
0.00692 |
0.6% |
94% |
True |
False |
224,416 |
10 |
1.12847 |
1.11096 |
0.01751 |
1.6% |
0.00722 |
0.6% |
94% |
True |
False |
219,279 |
20 |
1.12847 |
1.08391 |
0.04456 |
4.0% |
0.00777 |
0.7% |
98% |
True |
False |
181,236 |
40 |
1.12847 |
1.05697 |
0.07150 |
6.3% |
0.00728 |
0.6% |
99% |
True |
False |
150,619 |
60 |
1.12847 |
1.05697 |
0.07150 |
6.3% |
0.00707 |
0.6% |
99% |
True |
False |
142,441 |
80 |
1.12847 |
1.04934 |
0.07913 |
7.0% |
0.00713 |
0.6% |
99% |
True |
False |
141,595 |
100 |
1.12847 |
1.04934 |
0.07913 |
7.0% |
0.00735 |
0.7% |
99% |
True |
False |
146,430 |
120 |
1.12847 |
1.03405 |
0.09442 |
8.4% |
0.00764 |
0.7% |
99% |
True |
False |
144,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16264 |
2.618 |
1.14952 |
1.618 |
1.14148 |
1.000 |
1.13651 |
0.618 |
1.13344 |
HIGH |
1.12847 |
0.618 |
1.12540 |
0.500 |
1.12445 |
0.382 |
1.12350 |
LOW |
1.12043 |
0.618 |
1.11546 |
1.000 |
1.11239 |
1.618 |
1.10742 |
2.618 |
1.09938 |
4.250 |
1.08626 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1.12647 |
1.12580 |
PP |
1.12546 |
1.12411 |
S1 |
1.12445 |
1.12243 |
|