Trading Metrics calculated at close of trading on 27-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2019 |
27-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
0.033579 |
0.034156 |
0.000577 |
1.7% |
0.033525 |
High |
0.034943 |
0.034343 |
-0.000600 |
-1.7% |
0.034943 |
Low |
0.033328 |
0.031638 |
-0.001690 |
-5.1% |
0.031638 |
Close |
0.034156 |
0.032884 |
-0.001272 |
-3.7% |
0.032884 |
Range |
0.001615 |
0.002705 |
0.001090 |
67.5% |
0.003305 |
ATR |
0.002121 |
0.002163 |
0.000042 |
2.0% |
0.000000 |
Volume |
67,217,968 |
95,707,360 |
28,489,392 |
42.4% |
411,874,264 |
|
Daily Pivots for day following 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.041070 |
0.039682 |
0.034372 |
|
R3 |
0.038365 |
0.036977 |
0.033628 |
|
R2 |
0.035660 |
0.035660 |
0.033380 |
|
R1 |
0.034272 |
0.034272 |
0.033132 |
0.033614 |
PP |
0.032955 |
0.032955 |
0.032955 |
0.032626 |
S1 |
0.031567 |
0.031567 |
0.032636 |
0.030909 |
S2 |
0.030250 |
0.030250 |
0.032388 |
|
S3 |
0.027545 |
0.028862 |
0.032140 |
|
S4 |
0.024840 |
0.026157 |
0.031396 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.043070 |
0.041282 |
0.034702 |
|
R3 |
0.039765 |
0.037977 |
0.033793 |
|
R2 |
0.036460 |
0.036460 |
0.033490 |
|
R1 |
0.034672 |
0.034672 |
0.033187 |
0.033914 |
PP |
0.033155 |
0.033155 |
0.033155 |
0.032776 |
S1 |
0.031367 |
0.031367 |
0.032581 |
0.030609 |
S2 |
0.029850 |
0.029850 |
0.032278 |
|
S3 |
0.026545 |
0.028062 |
0.031975 |
|
S4 |
0.023240 |
0.024757 |
0.031066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.034943 |
0.031638 |
0.003305 |
10.1% |
0.001825 |
5.6% |
38% |
False |
True |
82,374,852 |
10 |
0.037374 |
0.030385 |
0.006989 |
21.3% |
0.002290 |
7.0% |
36% |
False |
False |
89,679,099 |
20 |
0.042039 |
0.030385 |
0.011654 |
35.4% |
0.001989 |
6.0% |
21% |
False |
False |
84,699,760 |
40 |
0.046115 |
0.030385 |
0.015730 |
47.8% |
0.002305 |
7.0% |
16% |
False |
False |
78,934,491 |
60 |
0.046115 |
0.030385 |
0.015730 |
47.8% |
0.002359 |
7.2% |
16% |
False |
False |
75,785,199 |
80 |
0.055421 |
0.030385 |
0.025036 |
76.1% |
0.002642 |
8.0% |
10% |
False |
False |
78,511,311 |
100 |
0.055985 |
0.030385 |
0.025600 |
77.8% |
0.002799 |
8.5% |
10% |
False |
False |
80,535,726 |
120 |
0.070784 |
0.030385 |
0.040399 |
122.9% |
0.003171 |
9.6% |
6% |
False |
False |
88,867,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.045839 |
2.618 |
0.041425 |
1.618 |
0.038720 |
1.000 |
0.037048 |
0.618 |
0.036015 |
HIGH |
0.034343 |
0.618 |
0.033310 |
0.500 |
0.032991 |
0.382 |
0.032671 |
LOW |
0.031638 |
0.618 |
0.029966 |
1.000 |
0.028933 |
1.618 |
0.027261 |
2.618 |
0.024556 |
4.250 |
0.020142 |
|
|
Fisher Pivots for day following 27-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
0.032991 |
0.033291 |
PP |
0.032955 |
0.033155 |
S1 |
0.032920 |
0.033020 |
|