Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1.35675 |
1.35118 |
-0.00557 |
-0.4% |
1.36650 |
High |
1.35675 |
1.36694 |
0.01019 |
0.8% |
1.37024 |
Low |
1.34515 |
1.35025 |
0.00510 |
0.4% |
1.35326 |
Close |
1.35120 |
1.36635 |
0.01515 |
1.1% |
1.35605 |
Range |
0.01160 |
0.01669 |
0.00509 |
43.9% |
0.01698 |
ATR |
0.01312 |
0.01338 |
0.00025 |
1.9% |
0.00000 |
Volume |
213,475 |
209,613 |
-3,862 |
-1.8% |
1,287,923 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.41125 |
1.40549 |
1.37553 |
|
R3 |
1.39456 |
1.38880 |
1.37094 |
|
R2 |
1.37787 |
1.37787 |
1.36941 |
|
R1 |
1.37211 |
1.37211 |
1.36788 |
1.37499 |
PP |
1.36118 |
1.36118 |
1.36118 |
1.36262 |
S1 |
1.35542 |
1.35542 |
1.36482 |
1.35830 |
S2 |
1.34449 |
1.34449 |
1.36329 |
|
S3 |
1.32780 |
1.33873 |
1.36176 |
|
S4 |
1.31111 |
1.32204 |
1.35717 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.41079 |
1.40040 |
1.36539 |
|
R3 |
1.39381 |
1.38342 |
1.36072 |
|
R2 |
1.37683 |
1.37683 |
1.35916 |
|
R1 |
1.36644 |
1.36644 |
1.35761 |
1.36315 |
PP |
1.35985 |
1.35985 |
1.35985 |
1.35820 |
S1 |
1.34946 |
1.34946 |
1.35449 |
1.34617 |
S2 |
1.34287 |
1.34287 |
1.35294 |
|
S3 |
1.32589 |
1.33248 |
1.35138 |
|
S4 |
1.30891 |
1.31550 |
1.34671 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.36698 |
1.34515 |
0.02183 |
1.6% |
0.01220 |
0.9% |
97% |
False |
False |
244,499 |
10 |
1.37024 |
1.34420 |
0.02604 |
1.9% |
0.01152 |
0.8% |
85% |
False |
False |
232,880 |
20 |
1.37024 |
1.31886 |
0.05138 |
3.8% |
0.01420 |
1.0% |
92% |
False |
False |
220,496 |
40 |
1.37024 |
1.31088 |
0.05936 |
4.3% |
0.01279 |
0.9% |
93% |
False |
False |
206,800 |
60 |
1.37024 |
1.28546 |
0.08478 |
6.2% |
0.01268 |
0.9% |
95% |
False |
False |
217,735 |
80 |
1.37024 |
1.26751 |
0.10273 |
7.5% |
0.01261 |
0.9% |
96% |
False |
False |
220,878 |
100 |
1.37024 |
1.26751 |
0.10273 |
7.5% |
0.01280 |
0.9% |
96% |
False |
False |
219,529 |
120 |
1.37024 |
1.26751 |
0.10273 |
7.5% |
0.01250 |
0.9% |
96% |
False |
False |
215,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.43787 |
2.618 |
1.41063 |
1.618 |
1.39394 |
1.000 |
1.38363 |
0.618 |
1.37725 |
HIGH |
1.36694 |
0.618 |
1.36056 |
0.500 |
1.35860 |
0.382 |
1.35663 |
LOW |
1.35025 |
0.618 |
1.33994 |
1.000 |
1.33356 |
1.618 |
1.32325 |
2.618 |
1.30656 |
4.250 |
1.27932 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1.36377 |
1.36292 |
PP |
1.36118 |
1.35948 |
S1 |
1.35860 |
1.35605 |
|