Trading Metrics calculated at close of trading on 04-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
0.68020 |
0.67299 |
-0.00721 |
-1.1% |
0.67278 |
High |
0.68345 |
0.68861 |
0.00516 |
0.8% |
0.68205 |
Low |
0.66883 |
0.67174 |
0.00291 |
0.4% |
0.67110 |
Close |
0.67296 |
0.68387 |
0.01091 |
1.6% |
0.68159 |
Range |
0.01462 |
0.01687 |
0.00225 |
15.4% |
0.01095 |
ATR |
0.00936 |
0.00990 |
0.00054 |
5.7% |
0.00000 |
Volume |
277,437 |
292,821 |
15,384 |
5.5% |
867,966 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.73202 |
0.72481 |
0.69315 |
|
R3 |
0.71515 |
0.70794 |
0.68851 |
|
R2 |
0.69828 |
0.69828 |
0.68696 |
|
R1 |
0.69107 |
0.69107 |
0.68542 |
0.69468 |
PP |
0.68141 |
0.68141 |
0.68141 |
0.68321 |
S1 |
0.67420 |
0.67420 |
0.68232 |
0.67781 |
S2 |
0.66454 |
0.66454 |
0.68078 |
|
S3 |
0.64767 |
0.65733 |
0.67923 |
|
S4 |
0.63080 |
0.64046 |
0.67459 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.71110 |
0.70729 |
0.68761 |
|
R3 |
0.70015 |
0.69634 |
0.68460 |
|
R2 |
0.68920 |
0.68920 |
0.68360 |
|
R1 |
0.68539 |
0.68539 |
0.68259 |
0.68730 |
PP |
0.67825 |
0.67825 |
0.67825 |
0.67920 |
S1 |
0.67444 |
0.67444 |
0.68059 |
0.67635 |
S2 |
0.66730 |
0.66730 |
0.67958 |
|
S3 |
0.65635 |
0.66349 |
0.67858 |
|
S4 |
0.64540 |
0.65254 |
0.67557 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.68861 |
0.66883 |
0.01978 |
2.9% |
0.01077 |
1.6% |
76% |
True |
False |
245,082 |
10 |
0.68861 |
0.66293 |
0.02568 |
3.8% |
0.00958 |
1.4% |
82% |
True |
False |
248,912 |
20 |
0.68931 |
0.66293 |
0.02638 |
3.9% |
0.00919 |
1.3% |
79% |
False |
False |
250,394 |
40 |
0.68931 |
0.63772 |
0.05159 |
7.5% |
0.00984 |
1.4% |
89% |
False |
False |
256,309 |
60 |
0.68931 |
0.61703 |
0.07228 |
10.6% |
0.01044 |
1.5% |
92% |
False |
False |
264,882 |
80 |
0.69157 |
0.61703 |
0.07454 |
10.9% |
0.01043 |
1.5% |
90% |
False |
False |
265,076 |
100 |
0.71278 |
0.61703 |
0.09575 |
14.0% |
0.01005 |
1.5% |
70% |
False |
False |
241,754 |
120 |
0.71362 |
0.61703 |
0.09659 |
14.1% |
0.00989 |
1.4% |
69% |
False |
False |
236,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.76031 |
2.618 |
0.73278 |
1.618 |
0.71591 |
1.000 |
0.70548 |
0.618 |
0.69904 |
HIGH |
0.68861 |
0.618 |
0.68217 |
0.500 |
0.68018 |
0.382 |
0.67818 |
LOW |
0.67174 |
0.618 |
0.66131 |
1.000 |
0.65487 |
1.618 |
0.64444 |
2.618 |
0.62757 |
4.250 |
0.60004 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
0.68264 |
0.68215 |
PP |
0.68141 |
0.68044 |
S1 |
0.68018 |
0.67872 |
|