Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
1.20583 |
1.20138 |
-0.00445 |
-0.4% |
1.18314 |
High |
1.20660 |
1.20881 |
0.00221 |
0.2% |
1.20252 |
Low |
1.20017 |
1.20042 |
0.00025 |
0.0% |
1.18311 |
Close |
1.20137 |
1.20677 |
0.00540 |
0.4% |
1.19944 |
Range |
0.00643 |
0.00839 |
0.00196 |
30.5% |
0.01941 |
ATR |
0.00662 |
0.00675 |
0.00013 |
1.9% |
0.00000 |
Volume |
135,836 |
148,143 |
12,307 |
9.1% |
404,572 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.23050 |
1.22703 |
1.21138 |
|
R3 |
1.22211 |
1.21864 |
1.20908 |
|
R2 |
1.21372 |
1.21372 |
1.20831 |
|
R1 |
1.21025 |
1.21025 |
1.20754 |
1.21199 |
PP |
1.20533 |
1.20533 |
1.20533 |
1.20620 |
S1 |
1.20186 |
1.20186 |
1.20600 |
1.20360 |
S2 |
1.19694 |
1.19694 |
1.20523 |
|
S3 |
1.18855 |
1.19347 |
1.20446 |
|
S4 |
1.18016 |
1.18508 |
1.20216 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.25325 |
1.24576 |
1.21012 |
|
R3 |
1.23384 |
1.22635 |
1.20478 |
|
R2 |
1.21443 |
1.21443 |
1.20300 |
|
R1 |
1.20694 |
1.20694 |
1.20122 |
1.21069 |
PP |
1.19502 |
1.19502 |
1.19502 |
1.19690 |
S1 |
1.18753 |
1.18753 |
1.19766 |
1.19128 |
S2 |
1.17561 |
1.17561 |
1.19588 |
|
S3 |
1.15620 |
1.16812 |
1.19410 |
|
S4 |
1.13679 |
1.14871 |
1.18876 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.20881 |
1.19354 |
0.01527 |
1.3% |
0.00690 |
0.6% |
87% |
True |
False |
109,283 |
10 |
1.20881 |
1.18170 |
0.02711 |
2.2% |
0.00621 |
0.5% |
92% |
True |
False |
97,030 |
20 |
1.20881 |
1.17174 |
0.03707 |
3.1% |
0.00666 |
0.6% |
94% |
True |
False |
118,477 |
40 |
1.20881 |
1.16222 |
0.04659 |
3.9% |
0.00698 |
0.6% |
96% |
True |
False |
170,075 |
60 |
1.20881 |
1.15545 |
0.05336 |
4.4% |
0.00697 |
0.6% |
96% |
True |
False |
200,975 |
80 |
1.20881 |
1.15545 |
0.05336 |
4.4% |
0.00717 |
0.6% |
96% |
True |
False |
215,923 |
100 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00748 |
0.6% |
95% |
False |
False |
230,847 |
120 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00778 |
0.6% |
95% |
False |
False |
239,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.24447 |
2.618 |
1.23078 |
1.618 |
1.22239 |
1.000 |
1.21720 |
0.618 |
1.21400 |
HIGH |
1.20881 |
0.618 |
1.20561 |
0.500 |
1.20462 |
0.382 |
1.20362 |
LOW |
1.20042 |
0.618 |
1.19523 |
1.000 |
1.19203 |
1.618 |
1.18684 |
2.618 |
1.17845 |
4.250 |
1.16476 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
1.20605 |
1.20595 |
PP |
1.20533 |
1.20513 |
S1 |
1.20462 |
1.20431 |
|