Trading Metrics calculated at close of trading on 27-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
Open |
1.08960 |
1.09810 |
0.00850 |
0.8% |
1.08111 |
High |
1.09958 |
1.10301 |
0.00343 |
0.3% |
1.10079 |
Low |
1.08914 |
1.09342 |
0.00428 |
0.4% |
1.07999 |
Close |
1.09811 |
1.10078 |
0.00267 |
0.2% |
1.08955 |
Range |
0.01044 |
0.00959 |
-0.00085 |
-8.1% |
0.02080 |
ATR |
0.00822 |
0.00832 |
0.00010 |
1.2% |
0.00000 |
Volume |
170,366 |
252,448 |
82,082 |
48.2% |
871,596 |
|
Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12784 |
1.12390 |
1.10605 |
|
R3 |
1.11825 |
1.11431 |
1.10342 |
|
R2 |
1.10866 |
1.10866 |
1.10254 |
|
R1 |
1.10472 |
1.10472 |
1.10166 |
1.10669 |
PP |
1.09907 |
1.09907 |
1.09907 |
1.10006 |
S1 |
1.09513 |
1.09513 |
1.09990 |
1.09710 |
S2 |
1.08948 |
1.08948 |
1.09902 |
|
S3 |
1.07989 |
1.08554 |
1.09814 |
|
S4 |
1.07030 |
1.07595 |
1.09551 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.15251 |
1.14183 |
1.10099 |
|
R3 |
1.13171 |
1.12103 |
1.09527 |
|
R2 |
1.11091 |
1.11091 |
1.09336 |
|
R1 |
1.10023 |
1.10023 |
1.09146 |
1.10557 |
PP |
1.09011 |
1.09011 |
1.09011 |
1.09278 |
S1 |
1.07943 |
1.07943 |
1.08764 |
1.08477 |
S2 |
1.06931 |
1.06931 |
1.08574 |
|
S3 |
1.04851 |
1.05863 |
1.08383 |
|
S4 |
1.02771 |
1.03783 |
1.07811 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.10301 |
1.08706 |
0.01595 |
1.4% |
0.00766 |
0.7% |
86% |
True |
False |
171,987 |
10 |
1.10301 |
1.07749 |
0.02552 |
2.3% |
0.00773 |
0.7% |
91% |
True |
False |
176,009 |
20 |
1.10301 |
1.07663 |
0.02638 |
2.4% |
0.00798 |
0.7% |
92% |
True |
False |
183,849 |
40 |
1.10301 |
1.07269 |
0.03032 |
2.8% |
0.00826 |
0.7% |
93% |
True |
False |
201,745 |
60 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.01149 |
1.0% |
43% |
False |
False |
280,045 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.01027 |
0.9% |
43% |
False |
False |
243,688 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00905 |
0.8% |
43% |
False |
False |
218,097 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00853 |
0.8% |
43% |
False |
False |
203,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14377 |
2.618 |
1.12812 |
1.618 |
1.11853 |
1.000 |
1.11260 |
0.618 |
1.10894 |
HIGH |
1.10301 |
0.618 |
1.09935 |
0.500 |
1.09822 |
0.382 |
1.09708 |
LOW |
1.09342 |
0.618 |
1.08749 |
1.000 |
1.08383 |
1.618 |
1.07790 |
2.618 |
1.06831 |
4.250 |
1.05266 |
|
|
Fisher Pivots for day following 27-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1.09993 |
1.09887 |
PP |
1.09907 |
1.09695 |
S1 |
1.09822 |
1.09504 |
|