Trading Metrics calculated at close of trading on 03-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2020 |
03-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1.32482 |
1.31351 |
-0.01131 |
-0.9% |
1.30919 |
High |
1.32652 |
1.31598 |
-0.01054 |
-0.8% |
1.32836 |
Low |
1.31153 |
1.30534 |
-0.00619 |
-0.5% |
1.30534 |
Close |
1.31351 |
1.30793 |
-0.00558 |
-0.4% |
1.30793 |
Range |
0.01499 |
0.01064 |
-0.00435 |
-29.0% |
0.02302 |
ATR |
0.01155 |
0.01148 |
-0.00006 |
-0.6% |
0.00000 |
Volume |
203,824 |
212,604 |
8,780 |
4.3% |
769,476 |
|
Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.34167 |
1.33544 |
1.31378 |
|
R3 |
1.33103 |
1.32480 |
1.31086 |
|
R2 |
1.32039 |
1.32039 |
1.30988 |
|
R1 |
1.31416 |
1.31416 |
1.30891 |
1.31196 |
PP |
1.30975 |
1.30975 |
1.30975 |
1.30865 |
S1 |
1.30352 |
1.30352 |
1.30695 |
1.30132 |
S2 |
1.29911 |
1.29911 |
1.30598 |
|
S3 |
1.28847 |
1.29288 |
1.30500 |
|
S4 |
1.27783 |
1.28224 |
1.30208 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.38294 |
1.36845 |
1.32059 |
|
R3 |
1.35992 |
1.34543 |
1.31426 |
|
R2 |
1.33690 |
1.33690 |
1.31215 |
|
R1 |
1.32241 |
1.32241 |
1.31004 |
1.31815 |
PP |
1.31388 |
1.31388 |
1.31388 |
1.31174 |
S1 |
1.29939 |
1.29939 |
1.30582 |
1.29513 |
S2 |
1.29086 |
1.29086 |
1.30371 |
|
S3 |
1.26784 |
1.27637 |
1.30160 |
|
S4 |
1.24482 |
1.25335 |
1.29527 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.32836 |
1.29690 |
0.03146 |
2.4% |
0.01334 |
1.0% |
35% |
False |
False |
192,032 |
10 |
1.32836 |
1.29046 |
0.03790 |
2.9% |
0.01147 |
0.9% |
46% |
False |
False |
181,807 |
20 |
1.35139 |
1.29046 |
0.06093 |
4.7% |
0.01229 |
0.9% |
29% |
False |
False |
187,815 |
40 |
1.35139 |
1.27684 |
0.07455 |
5.7% |
0.00970 |
0.7% |
42% |
False |
False |
172,627 |
60 |
1.35139 |
1.22031 |
0.13108 |
10.0% |
0.01075 |
0.8% |
67% |
False |
False |
185,440 |
80 |
1.35139 |
1.21952 |
0.13187 |
10.1% |
0.01059 |
0.8% |
67% |
False |
False |
189,810 |
100 |
1.35139 |
1.19582 |
0.15557 |
11.9% |
0.01058 |
0.8% |
72% |
False |
False |
202,666 |
120 |
1.35139 |
1.19582 |
0.15557 |
11.9% |
0.01031 |
0.8% |
72% |
False |
False |
204,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.36120 |
2.618 |
1.34384 |
1.618 |
1.33320 |
1.000 |
1.32662 |
0.618 |
1.32256 |
HIGH |
1.31598 |
0.618 |
1.31192 |
0.500 |
1.31066 |
0.382 |
1.30940 |
LOW |
1.30534 |
0.618 |
1.29876 |
1.000 |
1.29470 |
1.618 |
1.28812 |
2.618 |
1.27748 |
4.250 |
1.26012 |
|
|
Fisher Pivots for day following 03-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1.31066 |
1.31685 |
PP |
1.30975 |
1.31388 |
S1 |
1.30884 |
1.31090 |
|