Trading Metrics calculated at close of trading on 02-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2019 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1.11973 |
1.12553 |
0.00580 |
0.5% |
1.10822 |
High |
1.12388 |
1.12553 |
0.00165 |
0.1% |
1.12434 |
Low |
1.11972 |
1.11635 |
-0.00337 |
-0.3% |
1.10693 |
Close |
1.12093 |
1.11716 |
-0.00377 |
-0.3% |
1.11726 |
Range |
0.00416 |
0.00918 |
0.00502 |
120.7% |
0.01741 |
ATR |
0.00538 |
0.00565 |
0.00027 |
5.0% |
0.00000 |
Volume |
130,294 |
132,987 |
2,693 |
2.1% |
428,527 |
|
Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14722 |
1.14137 |
1.12221 |
|
R3 |
1.13804 |
1.13219 |
1.11968 |
|
R2 |
1.12886 |
1.12886 |
1.11884 |
|
R1 |
1.12301 |
1.12301 |
1.11800 |
1.12135 |
PP |
1.11968 |
1.11968 |
1.11968 |
1.11885 |
S1 |
1.11383 |
1.11383 |
1.11632 |
1.11217 |
S2 |
1.11050 |
1.11050 |
1.11548 |
|
S3 |
1.10132 |
1.10465 |
1.11464 |
|
S4 |
1.09214 |
1.09547 |
1.11211 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.16841 |
1.16024 |
1.12684 |
|
R3 |
1.15100 |
1.14283 |
1.12205 |
|
R2 |
1.13359 |
1.13359 |
1.12045 |
|
R1 |
1.12542 |
1.12542 |
1.11886 |
1.12951 |
PP |
1.11618 |
1.11618 |
1.11618 |
1.11822 |
S1 |
1.10801 |
1.10801 |
1.11566 |
1.11210 |
S2 |
1.09877 |
1.09877 |
1.11407 |
|
S3 |
1.08136 |
1.09060 |
1.11247 |
|
S4 |
1.06395 |
1.07319 |
1.10768 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12553 |
1.10819 |
0.01734 |
1.6% |
0.00876 |
0.8% |
52% |
True |
False |
123,650 |
10 |
1.12553 |
1.10661 |
0.01892 |
1.7% |
0.00626 |
0.6% |
56% |
True |
False |
121,037 |
20 |
1.12553 |
1.10397 |
0.02156 |
1.9% |
0.00563 |
0.5% |
61% |
True |
False |
124,528 |
40 |
1.12553 |
1.09809 |
0.02744 |
2.5% |
0.00469 |
0.4% |
69% |
True |
False |
121,999 |
60 |
1.12553 |
1.09482 |
0.03071 |
2.7% |
0.00485 |
0.4% |
73% |
True |
False |
124,384 |
80 |
1.12553 |
1.08789 |
0.03764 |
3.4% |
0.00527 |
0.5% |
78% |
True |
False |
125,257 |
100 |
1.12553 |
1.08789 |
0.03764 |
3.4% |
0.00525 |
0.5% |
78% |
True |
False |
125,212 |
120 |
1.12812 |
1.08789 |
0.04023 |
3.6% |
0.00536 |
0.5% |
73% |
False |
False |
128,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.16455 |
2.618 |
1.14956 |
1.618 |
1.14038 |
1.000 |
1.13471 |
0.618 |
1.13120 |
HIGH |
1.12553 |
0.618 |
1.12202 |
0.500 |
1.12094 |
0.382 |
1.11986 |
LOW |
1.11635 |
0.618 |
1.11068 |
1.000 |
1.10717 |
1.618 |
1.10150 |
2.618 |
1.09232 |
4.250 |
1.07734 |
|
|
Fisher Pivots for day following 02-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1.12094 |
1.12094 |
PP |
1.11968 |
1.11968 |
S1 |
1.11842 |
1.11842 |
|