Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1.16460 |
1.17324 |
0.00864 |
0.7% |
1.14698 |
High |
1.17395 |
1.17764 |
0.00369 |
0.3% |
1.16825 |
Low |
1.16127 |
1.16498 |
0.00371 |
0.3% |
1.14349 |
Close |
1.17327 |
1.16754 |
-0.00573 |
-0.5% |
1.16636 |
Range |
0.01268 |
0.01266 |
-0.00002 |
-0.2% |
0.02476 |
ATR |
0.00805 |
0.00838 |
0.00033 |
4.1% |
0.00000 |
Volume |
329,763 |
356,173 |
26,410 |
8.0% |
1,421,029 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.20803 |
1.20045 |
1.17450 |
|
R3 |
1.19537 |
1.18779 |
1.17102 |
|
R2 |
1.18271 |
1.18271 |
1.16986 |
|
R1 |
1.17513 |
1.17513 |
1.16870 |
1.17259 |
PP |
1.17005 |
1.17005 |
1.17005 |
1.16879 |
S1 |
1.16247 |
1.16247 |
1.16638 |
1.15993 |
S2 |
1.15739 |
1.15739 |
1.16522 |
|
S3 |
1.14473 |
1.14981 |
1.16406 |
|
S4 |
1.13207 |
1.13715 |
1.16058 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.23365 |
1.22476 |
1.17998 |
|
R3 |
1.20889 |
1.20000 |
1.17317 |
|
R2 |
1.18413 |
1.18413 |
1.17090 |
|
R1 |
1.17524 |
1.17524 |
1.16863 |
1.17969 |
PP |
1.15937 |
1.15937 |
1.15937 |
1.16159 |
S1 |
1.15048 |
1.15048 |
1.16409 |
1.15493 |
S2 |
1.13461 |
1.13461 |
1.16182 |
|
S3 |
1.10985 |
1.12572 |
1.15955 |
|
S4 |
1.08509 |
1.10096 |
1.15274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.17764 |
1.16127 |
0.01637 |
1.4% |
0.00908 |
0.8% |
38% |
True |
False |
299,964 |
10 |
1.17764 |
1.13913 |
0.03851 |
3.3% |
0.00915 |
0.8% |
74% |
True |
False |
290,682 |
20 |
1.17764 |
1.13123 |
0.04641 |
4.0% |
0.00804 |
0.7% |
78% |
True |
False |
270,594 |
40 |
1.17764 |
1.11189 |
0.06575 |
5.6% |
0.00746 |
0.6% |
85% |
True |
False |
259,353 |
60 |
1.17764 |
1.08391 |
0.09373 |
8.0% |
0.00751 |
0.6% |
89% |
True |
False |
231,825 |
80 |
1.17764 |
1.05697 |
0.12067 |
10.3% |
0.00738 |
0.6% |
92% |
True |
False |
203,801 |
100 |
1.17764 |
1.05697 |
0.12067 |
10.3% |
0.00728 |
0.6% |
92% |
True |
False |
188,438 |
120 |
1.17764 |
1.04934 |
0.12830 |
11.0% |
0.00722 |
0.6% |
92% |
True |
False |
180,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.23145 |
2.618 |
1.21078 |
1.618 |
1.19812 |
1.000 |
1.19030 |
0.618 |
1.18546 |
HIGH |
1.17764 |
0.618 |
1.17280 |
0.500 |
1.17131 |
0.382 |
1.16982 |
LOW |
1.16498 |
0.618 |
1.15716 |
1.000 |
1.15232 |
1.618 |
1.14450 |
2.618 |
1.13184 |
4.250 |
1.11118 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1.17131 |
1.16946 |
PP |
1.17005 |
1.16882 |
S1 |
1.16880 |
1.16818 |
|