Trading Metrics calculated at close of trading on 31-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2019 |
31-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
0.032884 |
0.033474 |
0.000590 |
1.8% |
0.033525 |
High |
0.034640 |
0.033776 |
-0.000864 |
-2.5% |
0.034943 |
Low |
0.032867 |
0.032886 |
0.000019 |
0.1% |
0.031638 |
Close |
0.033474 |
0.032893 |
-0.000581 |
-1.7% |
0.032884 |
Range |
0.001773 |
0.000890 |
-0.000883 |
-49.8% |
0.003305 |
ATR |
0.002135 |
0.002046 |
-0.000089 |
-4.2% |
0.000000 |
Volume |
57,476,100 |
53,959,276 |
-3,516,824 |
-6.1% |
411,874,264 |
|
Daily Pivots for day following 31-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.035855 |
0.035264 |
0.033383 |
|
R3 |
0.034965 |
0.034374 |
0.033138 |
|
R2 |
0.034075 |
0.034075 |
0.033056 |
|
R1 |
0.033484 |
0.033484 |
0.032975 |
0.033335 |
PP |
0.033185 |
0.033185 |
0.033185 |
0.033110 |
S1 |
0.032594 |
0.032594 |
0.032811 |
0.032445 |
S2 |
0.032295 |
0.032295 |
0.032730 |
|
S3 |
0.031405 |
0.031704 |
0.032648 |
|
S4 |
0.030515 |
0.030814 |
0.032404 |
|
|
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 |
10.0% |
0.001676 |
5.1% |
38% |
False |
False |
73,083,849 |
10 |
0.034943 |
0.030385 |
0.004558 |
13.9% |
0.001824 |
5.5% |
55% |
False |
False |
85,509,891 |
20 |
0.039093 |
0.030385 |
0.008708 |
26.5% |
0.001824 |
5.5% |
29% |
False |
False |
80,517,094 |
40 |
0.046115 |
0.030385 |
0.015730 |
47.8% |
0.002272 |
6.9% |
16% |
False |
False |
80,169,117 |
60 |
0.046115 |
0.030385 |
0.015730 |
47.8% |
0.002316 |
7.0% |
16% |
False |
False |
74,501,978 |
80 |
0.055421 |
0.030385 |
0.025036 |
76.1% |
0.002601 |
7.9% |
10% |
False |
False |
78,814,287 |
100 |
0.055421 |
0.030385 |
0.025036 |
76.1% |
0.002707 |
8.2% |
10% |
False |
False |
80,094,635 |
120 |
0.065129 |
0.030385 |
0.034744 |
105.6% |
0.002977 |
9.0% |
7% |
False |
False |
86,183,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.037559 |
2.618 |
0.036106 |
1.618 |
0.035216 |
1.000 |
0.034666 |
0.618 |
0.034326 |
HIGH |
0.033776 |
0.618 |
0.033436 |
0.500 |
0.033331 |
0.382 |
0.033226 |
LOW |
0.032886 |
0.618 |
0.032336 |
1.000 |
0.031996 |
1.618 |
0.031446 |
2.618 |
0.030556 |
4.250 |
0.029104 |
|
|
Fisher Pivots for day following 31-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
0.033331 |
0.033139 |
PP |
0.033185 |
0.033057 |
S1 |
0.033039 |
0.032975 |
|