Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1.17877 |
1.18500 |
0.00623 |
0.5% |
1.18108 |
High |
1.18577 |
1.18578 |
0.00001 |
0.0% |
1.18578 |
Low |
1.17704 |
1.17624 |
-0.00080 |
-0.1% |
1.17304 |
Close |
1.18509 |
1.17835 |
-0.00674 |
-0.6% |
1.17835 |
Range |
0.00873 |
0.00954 |
0.00081 |
9.3% |
0.01274 |
ATR |
0.00743 |
0.00758 |
0.00015 |
2.0% |
0.00000 |
Volume |
302,541 |
298,676 |
-3,865 |
-1.3% |
1,282,397 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.20874 |
1.20309 |
1.18360 |
|
R3 |
1.19920 |
1.19355 |
1.18097 |
|
R2 |
1.18966 |
1.18966 |
1.18010 |
|
R1 |
1.18401 |
1.18401 |
1.17922 |
1.18207 |
PP |
1.18012 |
1.18012 |
1.18012 |
1.17915 |
S1 |
1.17447 |
1.17447 |
1.17748 |
1.17253 |
S2 |
1.17058 |
1.17058 |
1.17660 |
|
S3 |
1.16104 |
1.16493 |
1.17573 |
|
S4 |
1.15150 |
1.15539 |
1.17310 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.21728 |
1.21055 |
1.18536 |
|
R3 |
1.20454 |
1.19781 |
1.18185 |
|
R2 |
1.19180 |
1.19180 |
1.18069 |
|
R1 |
1.18507 |
1.18507 |
1.17952 |
1.18207 |
PP |
1.17906 |
1.17906 |
1.17906 |
1.17755 |
S1 |
1.17233 |
1.17233 |
1.17718 |
1.16933 |
S2 |
1.16632 |
1.16632 |
1.17601 |
|
S3 |
1.15358 |
1.15959 |
1.17485 |
|
S4 |
1.14084 |
1.14685 |
1.17134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.18578 |
1.17304 |
0.01274 |
1.1% |
0.00718 |
0.6% |
42% |
True |
False |
256,479 |
10 |
1.18796 |
1.17195 |
0.01601 |
1.4% |
0.00673 |
0.6% |
40% |
False |
False |
249,650 |
20 |
1.19363 |
1.16718 |
0.02645 |
2.2% |
0.00733 |
0.6% |
42% |
False |
False |
254,891 |
40 |
1.20921 |
1.16718 |
0.04203 |
3.6% |
0.00802 |
0.7% |
27% |
False |
False |
276,068 |
60 |
1.20921 |
1.16628 |
0.04293 |
3.6% |
0.00839 |
0.7% |
28% |
False |
False |
274,054 |
80 |
1.20921 |
1.13123 |
0.07798 |
6.6% |
0.00835 |
0.7% |
60% |
False |
False |
273,866 |
100 |
1.20921 |
1.11189 |
0.09732 |
8.3% |
0.00803 |
0.7% |
68% |
False |
False |
269,185 |
120 |
1.20921 |
1.08391 |
0.12530 |
10.6% |
0.00799 |
0.7% |
75% |
False |
False |
254,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.22633 |
2.618 |
1.21076 |
1.618 |
1.20122 |
1.000 |
1.19532 |
0.618 |
1.19168 |
HIGH |
1.18578 |
0.618 |
1.18214 |
0.500 |
1.18101 |
0.382 |
1.17988 |
LOW |
1.17624 |
0.618 |
1.17034 |
1.000 |
1.16670 |
1.618 |
1.16080 |
2.618 |
1.15126 |
4.250 |
1.13570 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1.18101 |
1.17941 |
PP |
1.18012 |
1.17906 |
S1 |
1.17924 |
1.17870 |
|