Trading Metrics calculated at close of trading on 02-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.16460 |
1.16180 |
-0.00280 |
-0.2% |
1.17591 |
High |
1.16570 |
1.16861 |
0.00291 |
0.2% |
1.18365 |
Low |
1.16068 |
1.16130 |
0.00062 |
0.1% |
1.15745 |
Close |
1.16175 |
1.16580 |
0.00405 |
0.3% |
1.16062 |
Range |
0.00502 |
0.00731 |
0.00229 |
45.6% |
0.02620 |
ATR |
0.00748 |
0.00746 |
-0.00001 |
-0.2% |
0.00000 |
Volume |
262,756 |
314,690 |
51,934 |
19.8% |
1,469,821 |
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.18717 |
1.18379 |
1.16982 |
|
R3 |
1.17986 |
1.17648 |
1.16781 |
|
R2 |
1.17255 |
1.17255 |
1.16714 |
|
R1 |
1.16917 |
1.16917 |
1.16647 |
1.17086 |
PP |
1.16524 |
1.16524 |
1.16524 |
1.16608 |
S1 |
1.16186 |
1.16186 |
1.16513 |
1.16355 |
S2 |
1.15793 |
1.15793 |
1.16446 |
|
S3 |
1.15062 |
1.15455 |
1.16379 |
|
S4 |
1.14331 |
1.14724 |
1.16178 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.24584 |
1.22943 |
1.17503 |
|
R3 |
1.21964 |
1.20323 |
1.16783 |
|
R2 |
1.19344 |
1.19344 |
1.16542 |
|
R1 |
1.17703 |
1.17703 |
1.16302 |
1.17214 |
PP |
1.16724 |
1.16724 |
1.16724 |
1.16479 |
S1 |
1.15083 |
1.15083 |
1.15822 |
1.14594 |
S2 |
1.14104 |
1.14104 |
1.15582 |
|
S3 |
1.11484 |
1.12463 |
1.15342 |
|
S4 |
1.08864 |
1.09843 |
1.14621 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.16861 |
1.15745 |
0.01116 |
1.0% |
0.00611 |
0.5% |
75% |
True |
False |
271,046 |
10 |
1.18578 |
1.15745 |
0.02833 |
2.4% |
0.00761 |
0.7% |
29% |
False |
False |
279,986 |
20 |
1.18796 |
1.15745 |
0.03051 |
2.6% |
0.00702 |
0.6% |
27% |
False |
False |
266,160 |
40 |
1.20921 |
1.15745 |
0.05176 |
4.4% |
0.00765 |
0.7% |
16% |
False |
False |
269,192 |
60 |
1.20921 |
1.15745 |
0.05176 |
4.4% |
0.00814 |
0.7% |
16% |
False |
False |
274,941 |
80 |
1.20921 |
1.13913 |
0.07008 |
6.0% |
0.00839 |
0.7% |
38% |
False |
False |
277,325 |
100 |
1.20921 |
1.11189 |
0.09732 |
8.3% |
0.00811 |
0.7% |
55% |
False |
False |
271,032 |
120 |
1.20921 |
1.10968 |
0.09953 |
8.5% |
0.00795 |
0.7% |
56% |
False |
False |
264,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.19968 |
2.618 |
1.18775 |
1.618 |
1.18044 |
1.000 |
1.17592 |
0.618 |
1.17313 |
HIGH |
1.16861 |
0.618 |
1.16582 |
0.500 |
1.16496 |
0.382 |
1.16409 |
LOW |
1.16130 |
0.618 |
1.15678 |
1.000 |
1.15399 |
1.618 |
1.14947 |
2.618 |
1.14216 |
4.250 |
1.13023 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.16552 |
1.16542 |
PP |
1.16524 |
1.16503 |
S1 |
1.16496 |
1.16465 |
|