Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1.12012 |
1.11485 |
-0.00527 |
-0.5% |
1.12001 |
High |
1.12125 |
1.11648 |
-0.00477 |
-0.4% |
1.12941 |
Low |
1.11432 |
1.11189 |
-0.00243 |
-0.2% |
1.11324 |
Close |
1.11480 |
1.11334 |
-0.00146 |
-0.1% |
1.11968 |
Range |
0.00693 |
0.00459 |
-0.00234 |
-33.8% |
0.01617 |
ATR |
0.00710 |
0.00692 |
-0.00018 |
-2.5% |
0.00000 |
Volume |
204,868 |
237,105 |
32,237 |
15.7% |
1,279,247 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12767 |
1.12510 |
1.11586 |
|
R3 |
1.12308 |
1.12051 |
1.11460 |
|
R2 |
1.11849 |
1.11849 |
1.11418 |
|
R1 |
1.11592 |
1.11592 |
1.11376 |
1.11491 |
PP |
1.11390 |
1.11390 |
1.11390 |
1.11340 |
S1 |
1.11133 |
1.11133 |
1.11292 |
1.11032 |
S2 |
1.10931 |
1.10931 |
1.11250 |
|
S3 |
1.10472 |
1.10674 |
1.11208 |
|
S4 |
1.10013 |
1.10215 |
1.11082 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16929 |
1.16065 |
1.12857 |
|
R3 |
1.15312 |
1.14448 |
1.12413 |
|
R2 |
1.13695 |
1.13695 |
1.12264 |
|
R1 |
1.12831 |
1.12831 |
1.12116 |
1.12455 |
PP |
1.12078 |
1.12078 |
1.12078 |
1.11889 |
S1 |
1.11214 |
1.11214 |
1.11820 |
1.10838 |
S2 |
1.10461 |
1.10461 |
1.11672 |
|
S3 |
1.08844 |
1.09597 |
1.11523 |
|
S4 |
1.07227 |
1.07980 |
1.11079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12941 |
1.11189 |
0.01752 |
1.6% |
0.00750 |
0.7% |
8% |
False |
True |
263,047 |
10 |
1.12941 |
1.11189 |
0.01752 |
1.6% |
0.00677 |
0.6% |
8% |
False |
True |
258,892 |
20 |
1.12941 |
1.11096 |
0.01845 |
1.7% |
0.00648 |
0.6% |
13% |
False |
False |
242,583 |
40 |
1.12941 |
1.08391 |
0.04550 |
4.1% |
0.00722 |
0.6% |
65% |
False |
False |
191,669 |
60 |
1.12941 |
1.05697 |
0.07244 |
6.5% |
0.00698 |
0.6% |
78% |
False |
False |
166,127 |
80 |
1.12941 |
1.04948 |
0.07993 |
7.2% |
0.00704 |
0.6% |
80% |
False |
False |
158,404 |
100 |
1.12941 |
1.04934 |
0.08007 |
7.2% |
0.00707 |
0.6% |
80% |
False |
False |
155,477 |
120 |
1.12941 |
1.03896 |
0.09045 |
8.1% |
0.00746 |
0.7% |
82% |
False |
False |
157,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13599 |
2.618 |
1.12850 |
1.618 |
1.12391 |
1.000 |
1.12107 |
0.618 |
1.11932 |
HIGH |
1.11648 |
0.618 |
1.11473 |
0.500 |
1.11419 |
0.382 |
1.11364 |
LOW |
1.11189 |
0.618 |
1.10905 |
1.000 |
1.10730 |
1.618 |
1.10446 |
2.618 |
1.09987 |
4.250 |
1.09238 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1.11419 |
1.11657 |
PP |
1.11390 |
1.11549 |
S1 |
1.11362 |
1.11442 |
|