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 |
1.26969 |
1.27246 |
0.00277 |
0.2% |
1.26864 |
High |
1.27304 |
1.28024 |
0.00720 |
0.6% |
1.27616 |
Low |
1.26848 |
1.26988 |
0.00140 |
0.1% |
1.26126 |
Close |
1.27232 |
1.27997 |
0.00765 |
0.6% |
1.26983 |
Range |
0.00456 |
0.01036 |
0.00580 |
127.2% |
0.01490 |
ATR |
0.00930 |
0.00937 |
0.00008 |
0.8% |
0.00000 |
Volume |
196,153 |
222,453 |
26,300 |
13.4% |
1,338,538 |
|
Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.30778 |
1.30423 |
1.28567 |
|
R3 |
1.29742 |
1.29387 |
1.28282 |
|
R2 |
1.28706 |
1.28706 |
1.28187 |
|
R1 |
1.28351 |
1.28351 |
1.28092 |
1.28529 |
PP |
1.27670 |
1.27670 |
1.27670 |
1.27758 |
S1 |
1.27315 |
1.27315 |
1.27902 |
1.27493 |
S2 |
1.26634 |
1.26634 |
1.27807 |
|
S3 |
1.25598 |
1.26279 |
1.27712 |
|
S4 |
1.24562 |
1.25243 |
1.27427 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.31378 |
1.30671 |
1.27803 |
|
R3 |
1.29888 |
1.29181 |
1.27393 |
|
R2 |
1.28398 |
1.28398 |
1.27256 |
|
R1 |
1.27691 |
1.27691 |
1.27120 |
1.28045 |
PP |
1.26908 |
1.26908 |
1.26908 |
1.27085 |
S1 |
1.26201 |
1.26201 |
1.26846 |
1.26555 |
S2 |
1.25418 |
1.25418 |
1.26710 |
|
S3 |
1.23928 |
1.24711 |
1.26573 |
|
S4 |
1.22438 |
1.23221 |
1.26164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.28024 |
1.26126 |
0.01898 |
1.5% |
0.00815 |
0.6% |
99% |
True |
False |
248,078 |
10 |
1.28024 |
1.25005 |
0.03019 |
2.4% |
0.01039 |
0.8% |
99% |
True |
False |
270,691 |
20 |
1.28024 |
1.25005 |
0.03019 |
2.4% |
0.00946 |
0.7% |
99% |
True |
False |
270,186 |
40 |
1.28024 |
1.20961 |
0.07063 |
5.5% |
0.00941 |
0.7% |
100% |
True |
False |
257,316 |
60 |
1.28024 |
1.20371 |
0.07653 |
6.0% |
0.00939 |
0.7% |
100% |
True |
False |
264,388 |
80 |
1.28024 |
1.20371 |
0.07653 |
6.0% |
0.00904 |
0.7% |
100% |
True |
False |
268,007 |
100 |
1.28183 |
1.20371 |
0.07812 |
6.1% |
0.00912 |
0.7% |
98% |
False |
False |
266,815 |
120 |
1.31427 |
1.20371 |
0.11056 |
8.6% |
0.00937 |
0.7% |
69% |
False |
False |
270,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.32427 |
2.618 |
1.30736 |
1.618 |
1.29700 |
1.000 |
1.29060 |
0.618 |
1.28664 |
HIGH |
1.28024 |
0.618 |
1.27628 |
0.500 |
1.27506 |
0.382 |
1.27384 |
LOW |
1.26988 |
0.618 |
1.26348 |
1.000 |
1.25952 |
1.618 |
1.25312 |
2.618 |
1.24276 |
4.250 |
1.22585 |
|
|
Fisher Pivots for day following 27-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
1.27833 |
1.27800 |
PP |
1.27670 |
1.27603 |
S1 |
1.27506 |
1.27407 |
|