Trading Metrics calculated at close of trading on 02-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jan-2020 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
0.032893 |
0.033627 |
0.000734 |
2.2% |
0.033525 |
High |
0.033735 |
0.033627 |
-0.000108 |
-0.3% |
0.034943 |
Low |
0.032705 |
0.032312 |
-0.000393 |
-1.2% |
0.031638 |
Close |
0.033647 |
0.032789 |
-0.000858 |
-2.6% |
0.032884 |
Range |
0.001030 |
0.001315 |
0.000285 |
27.7% |
0.003305 |
ATR |
0.001974 |
0.001928 |
-0.000046 |
-2.3% |
0.000000 |
Volume |
39,376,020 |
50,386,516 |
11,010,496 |
28.0% |
411,874,264 |
|
Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.036854 |
0.036137 |
0.033512 |
|
R3 |
0.035539 |
0.034822 |
0.033151 |
|
R2 |
0.034224 |
0.034224 |
0.033030 |
|
R1 |
0.033507 |
0.033507 |
0.032910 |
0.033208 |
PP |
0.032909 |
0.032909 |
0.032909 |
0.032760 |
S1 |
0.032192 |
0.032192 |
0.032668 |
0.031893 |
S2 |
0.031594 |
0.031594 |
0.032548 |
|
S3 |
0.030279 |
0.030877 |
0.032427 |
|
S4 |
0.028964 |
0.029562 |
0.032066 |
|
|
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 |
0.034640 |
0.031638 |
0.003002 |
9.2% |
0.001543 |
4.7% |
38% |
False |
False |
59,381,054 |
10 |
0.034943 |
0.031638 |
0.003305 |
10.1% |
0.001535 |
4.7% |
35% |
False |
False |
70,138,100 |
20 |
0.039093 |
0.030385 |
0.008708 |
26.6% |
0.001757 |
5.4% |
28% |
False |
False |
76,304,127 |
40 |
0.046115 |
0.030385 |
0.015730 |
48.0% |
0.002208 |
6.7% |
15% |
False |
False |
81,118,109 |
60 |
0.046115 |
0.030385 |
0.015730 |
48.0% |
0.002275 |
6.9% |
15% |
False |
False |
73,825,360 |
80 |
0.055421 |
0.030385 |
0.025036 |
76.4% |
0.002580 |
7.9% |
10% |
False |
False |
78,945,603 |
100 |
0.055421 |
0.030385 |
0.025036 |
76.4% |
0.002621 |
8.0% |
10% |
False |
False |
78,992,799 |
120 |
0.065129 |
0.030385 |
0.034744 |
106.0% |
0.002881 |
8.8% |
7% |
False |
False |
84,446,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.039216 |
2.618 |
0.037070 |
1.618 |
0.035755 |
1.000 |
0.034942 |
0.618 |
0.034440 |
HIGH |
0.033627 |
0.618 |
0.033125 |
0.500 |
0.032970 |
0.382 |
0.032814 |
LOW |
0.032312 |
0.618 |
0.031499 |
1.000 |
0.030997 |
1.618 |
0.030184 |
2.618 |
0.028869 |
4.250 |
0.026723 |
|
|
Fisher Pivots for day following 02-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
0.032970 |
0.033044 |
PP |
0.032909 |
0.032959 |
S1 |
0.032849 |
0.032874 |
|