Trading Metrics calculated at close of trading on 05-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.13636 |
1.13401 |
-0.00235 |
-0.2% |
1.11962 |
High |
1.13768 |
1.13683 |
-0.00085 |
-0.1% |
1.14452 |
Low |
1.13363 |
1.13123 |
-0.00240 |
-0.2% |
1.11715 |
Close |
1.13412 |
1.13507 |
0.00095 |
0.1% |
1.14256 |
Range |
0.00405 |
0.00560 |
0.00155 |
38.3% |
0.02737 |
ATR |
0.00694 |
0.00685 |
-0.00010 |
-1.4% |
0.00000 |
Volume |
199,054 |
257,493 |
58,439 |
29.4% |
1,452,773 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15118 |
1.14872 |
1.13815 |
|
R3 |
1.14558 |
1.14312 |
1.13661 |
|
R2 |
1.13998 |
1.13998 |
1.13610 |
|
R1 |
1.13752 |
1.13752 |
1.13558 |
1.13875 |
PP |
1.13438 |
1.13438 |
1.13438 |
1.13499 |
S1 |
1.13192 |
1.13192 |
1.13456 |
1.13315 |
S2 |
1.12878 |
1.12878 |
1.13404 |
|
S3 |
1.12318 |
1.12632 |
1.13353 |
|
S4 |
1.11758 |
1.12072 |
1.13199 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.21685 |
1.20708 |
1.15761 |
|
R3 |
1.18948 |
1.17971 |
1.15009 |
|
R2 |
1.16211 |
1.16211 |
1.14758 |
|
R1 |
1.15234 |
1.15234 |
1.14507 |
1.15723 |
PP |
1.13474 |
1.13474 |
1.13474 |
1.13719 |
S1 |
1.12497 |
1.12497 |
1.14005 |
1.12986 |
S2 |
1.10737 |
1.10737 |
1.13754 |
|
S3 |
1.08000 |
1.09760 |
1.13503 |
|
S4 |
1.05263 |
1.07023 |
1.12751 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.14452 |
1.13123 |
0.01329 |
1.2% |
0.00587 |
0.5% |
29% |
False |
True |
252,915 |
10 |
1.14452 |
1.11392 |
0.03060 |
2.7% |
0.00709 |
0.6% |
69% |
False |
False |
248,473 |
20 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00675 |
0.6% |
71% |
False |
False |
250,864 |
40 |
1.14452 |
1.08391 |
0.06061 |
5.3% |
0.00714 |
0.6% |
84% |
False |
False |
221,879 |
60 |
1.14452 |
1.06027 |
0.08425 |
7.4% |
0.00710 |
0.6% |
89% |
False |
False |
189,807 |
80 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00688 |
0.6% |
89% |
False |
False |
172,805 |
100 |
1.14452 |
1.04934 |
0.09518 |
8.4% |
0.00700 |
0.6% |
90% |
False |
False |
165,939 |
120 |
1.14452 |
1.04934 |
0.09518 |
8.4% |
0.00717 |
0.6% |
90% |
False |
False |
164,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16063 |
2.618 |
1.15149 |
1.618 |
1.14589 |
1.000 |
1.14243 |
0.618 |
1.14029 |
HIGH |
1.13683 |
0.618 |
1.13469 |
0.500 |
1.13403 |
0.382 |
1.13337 |
LOW |
1.13123 |
0.618 |
1.12777 |
1.000 |
1.12563 |
1.618 |
1.12217 |
2.618 |
1.11657 |
4.250 |
1.10743 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.13472 |
1.13695 |
PP |
1.13438 |
1.13632 |
S1 |
1.13403 |
1.13570 |
|