Trading Metrics calculated at close of trading on 27-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
1.10138 |
1.10425 |
0.00287 |
0.3% |
1.09010 |
High |
1.10452 |
1.11227 |
0.00775 |
0.7% |
1.10403 |
Low |
1.10087 |
1.10287 |
0.00200 |
0.2% |
1.08923 |
Close |
1.10414 |
1.11068 |
0.00654 |
0.6% |
1.10126 |
Range |
0.00365 |
0.00940 |
0.00575 |
157.5% |
0.01480 |
ATR |
0.00703 |
0.00720 |
0.00017 |
2.4% |
0.00000 |
Volume |
142,146 |
205,481 |
63,335 |
44.6% |
1,255,013 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13681 |
1.13314 |
1.11585 |
|
R3 |
1.12741 |
1.12374 |
1.11327 |
|
R2 |
1.11801 |
1.11801 |
1.11240 |
|
R1 |
1.11434 |
1.11434 |
1.11154 |
1.11618 |
PP |
1.10861 |
1.10861 |
1.10861 |
1.10952 |
S1 |
1.10494 |
1.10494 |
1.10982 |
1.10678 |
S2 |
1.09921 |
1.09921 |
1.10896 |
|
S3 |
1.08981 |
1.09554 |
1.10810 |
|
S4 |
1.08041 |
1.08614 |
1.10551 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14257 |
1.13672 |
1.10940 |
|
R3 |
1.12777 |
1.12192 |
1.10533 |
|
R2 |
1.11297 |
1.11297 |
1.10397 |
|
R1 |
1.10712 |
1.10712 |
1.10262 |
1.11005 |
PP |
1.09817 |
1.09817 |
1.09817 |
1.09964 |
S1 |
1.09232 |
1.09232 |
1.09990 |
1.09525 |
S2 |
1.08337 |
1.08337 |
1.09855 |
|
S3 |
1.06857 |
1.07752 |
1.09719 |
|
S4 |
1.05377 |
1.06272 |
1.09312 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.11227 |
1.09299 |
0.01928 |
1.7% |
0.00615 |
0.6% |
92% |
True |
False |
224,406 |
10 |
1.11227 |
1.07731 |
0.03496 |
3.1% |
0.00793 |
0.7% |
95% |
True |
False |
254,785 |
20 |
1.11227 |
1.07243 |
0.03984 |
3.6% |
0.00742 |
0.7% |
96% |
True |
False |
253,683 |
40 |
1.11227 |
1.05178 |
0.06049 |
5.4% |
0.00737 |
0.7% |
97% |
True |
False |
238,294 |
60 |
1.11227 |
1.04487 |
0.06740 |
6.1% |
0.00725 |
0.7% |
98% |
True |
False |
253,327 |
80 |
1.11227 |
1.04487 |
0.06740 |
6.1% |
0.00710 |
0.6% |
98% |
True |
False |
254,846 |
100 |
1.11227 |
1.04487 |
0.06740 |
6.1% |
0.00712 |
0.6% |
98% |
True |
False |
253,207 |
120 |
1.12754 |
1.04487 |
0.08267 |
7.4% |
0.00725 |
0.7% |
80% |
False |
False |
257,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15222 |
2.618 |
1.13688 |
1.618 |
1.12748 |
1.000 |
1.12167 |
0.618 |
1.11808 |
HIGH |
1.11227 |
0.618 |
1.10868 |
0.500 |
1.10757 |
0.382 |
1.10646 |
LOW |
1.10287 |
0.618 |
1.09706 |
1.000 |
1.09347 |
1.618 |
1.08766 |
2.618 |
1.07826 |
4.250 |
1.06292 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
1.10964 |
1.10906 |
PP |
1.10861 |
1.10745 |
S1 |
1.10757 |
1.10583 |
|