Trading Metrics calculated at close of trading on 27-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2020 |
27-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1.31230 |
1.30724 |
-0.00506 |
-0.4% |
1.29977 |
High |
1.31706 |
1.31041 |
-0.00665 |
-0.5% |
1.31706 |
Low |
1.30570 |
1.30412 |
-0.00158 |
-0.1% |
1.29620 |
Close |
1.30703 |
1.30530 |
-0.00173 |
-0.1% |
1.30703 |
Range |
0.01136 |
0.00629 |
-0.00507 |
-44.6% |
0.02086 |
ATR |
0.00955 |
0.00932 |
-0.00023 |
-2.4% |
0.00000 |
Volume |
161,403 |
126,911 |
-34,492 |
-21.4% |
782,419 |
|
Daily Pivots for day following 27-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.32548 |
1.32168 |
1.30876 |
|
R3 |
1.31919 |
1.31539 |
1.30703 |
|
R2 |
1.31290 |
1.31290 |
1.30645 |
|
R1 |
1.30910 |
1.30910 |
1.30588 |
1.30786 |
PP |
1.30661 |
1.30661 |
1.30661 |
1.30599 |
S1 |
1.30281 |
1.30281 |
1.30472 |
1.30157 |
S2 |
1.30032 |
1.30032 |
1.30415 |
|
S3 |
1.29403 |
1.29652 |
1.30357 |
|
S4 |
1.28774 |
1.29023 |
1.30184 |
|
|
Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.36934 |
1.35905 |
1.31850 |
|
R3 |
1.34848 |
1.33819 |
1.31277 |
|
R2 |
1.32762 |
1.32762 |
1.31085 |
|
R1 |
1.31733 |
1.31733 |
1.30894 |
1.32248 |
PP |
1.30676 |
1.30676 |
1.30676 |
1.30934 |
S1 |
1.29647 |
1.29647 |
1.30512 |
1.30162 |
S2 |
1.28590 |
1.28590 |
1.30321 |
|
S3 |
1.26504 |
1.27561 |
1.30129 |
|
S4 |
1.24418 |
1.25475 |
1.29556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.31706 |
1.29952 |
0.01754 |
1.3% |
0.00872 |
0.7% |
33% |
False |
False |
156,731 |
10 |
1.31706 |
1.29544 |
0.02162 |
1.7% |
0.00791 |
0.6% |
46% |
False |
False |
161,350 |
20 |
1.32836 |
1.29544 |
0.03292 |
2.5% |
0.00934 |
0.7% |
30% |
False |
False |
174,314 |
40 |
1.35139 |
1.28790 |
0.06349 |
4.9% |
0.01034 |
0.8% |
27% |
False |
False |
176,473 |
60 |
1.35139 |
1.27684 |
0.07455 |
5.7% |
0.00909 |
0.7% |
38% |
False |
False |
171,653 |
80 |
1.35139 |
1.21952 |
0.13187 |
10.1% |
0.01015 |
0.8% |
65% |
False |
False |
181,411 |
100 |
1.35139 |
1.21952 |
0.13187 |
10.1% |
0.01016 |
0.8% |
65% |
False |
False |
188,390 |
120 |
1.35139 |
1.19582 |
0.15557 |
11.9% |
0.01021 |
0.8% |
70% |
False |
False |
199,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.33714 |
2.618 |
1.32688 |
1.618 |
1.32059 |
1.000 |
1.31670 |
0.618 |
1.31430 |
HIGH |
1.31041 |
0.618 |
1.30801 |
0.500 |
1.30727 |
0.382 |
1.30652 |
LOW |
1.30412 |
0.618 |
1.30023 |
1.000 |
1.29783 |
1.618 |
1.29394 |
2.618 |
1.28765 |
4.250 |
1.27739 |
|
|
Fisher Pivots for day following 27-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1.30727 |
1.31059 |
PP |
1.30661 |
1.30883 |
S1 |
1.30596 |
1.30706 |
|