Trading Metrics calculated at close of trading on 06-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2020 |
06-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
0.032789 |
0.033810 |
0.001021 |
3.1% |
0.032884 |
High |
0.034370 |
0.036753 |
0.002383 |
6.9% |
0.034640 |
Low |
0.032384 |
0.033755 |
0.001371 |
4.2% |
0.032312 |
Close |
0.033810 |
0.036616 |
0.002806 |
8.3% |
0.033810 |
Range |
0.001986 |
0.002998 |
0.001012 |
51.0% |
0.002328 |
ATR |
0.001932 |
0.002008 |
0.000076 |
3.9% |
0.000000 |
Volume |
74,749,928 |
77,557,592 |
2,807,664 |
3.8% |
275,947,840 |
|
Daily Pivots for day following 06-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.044702 |
0.043657 |
0.038265 |
|
R3 |
0.041704 |
0.040659 |
0.037440 |
|
R2 |
0.038706 |
0.038706 |
0.037166 |
|
R1 |
0.037661 |
0.037661 |
0.036891 |
0.038184 |
PP |
0.035708 |
0.035708 |
0.035708 |
0.035969 |
S1 |
0.034663 |
0.034663 |
0.036341 |
0.035186 |
S2 |
0.032710 |
0.032710 |
0.036066 |
|
S3 |
0.029712 |
0.031665 |
0.035792 |
|
S4 |
0.026714 |
0.028667 |
0.034967 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.040571 |
0.039519 |
0.035090 |
|
R3 |
0.038243 |
0.037191 |
0.034450 |
|
R2 |
0.035915 |
0.035915 |
0.034237 |
|
R1 |
0.034863 |
0.034863 |
0.034023 |
0.035389 |
PP |
0.033587 |
0.033587 |
0.033587 |
0.033851 |
S1 |
0.032535 |
0.032535 |
0.033597 |
0.033061 |
S2 |
0.031259 |
0.031259 |
0.033383 |
|
S3 |
0.028931 |
0.030207 |
0.033170 |
|
S4 |
0.026603 |
0.027879 |
0.032530 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.036753 |
0.032312 |
0.004441 |
12.1% |
0.001644 |
4.5% |
97% |
True |
False |
59,205,866 |
10 |
0.036753 |
0.031638 |
0.005115 |
14.0% |
0.001736 |
4.7% |
97% |
True |
False |
70,101,779 |
20 |
0.037422 |
0.030385 |
0.007037 |
19.2% |
0.001853 |
5.1% |
89% |
False |
False |
77,771,754 |
40 |
0.046115 |
0.030385 |
0.015730 |
43.0% |
0.002215 |
6.0% |
40% |
False |
False |
84,027,608 |
60 |
0.046115 |
0.030385 |
0.015730 |
43.0% |
0.002293 |
6.3% |
40% |
False |
False |
75,471,245 |
80 |
0.055421 |
0.030385 |
0.025036 |
68.4% |
0.002593 |
7.1% |
25% |
False |
False |
79,981,337 |
100 |
0.055421 |
0.030385 |
0.025036 |
68.4% |
0.002584 |
7.1% |
25% |
False |
False |
78,421,762 |
120 |
0.063543 |
0.030385 |
0.033158 |
90.6% |
0.002839 |
7.8% |
19% |
False |
False |
83,730,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.049495 |
2.618 |
0.044602 |
1.618 |
0.041604 |
1.000 |
0.039751 |
0.618 |
0.038606 |
HIGH |
0.036753 |
0.618 |
0.035608 |
0.500 |
0.035254 |
0.382 |
0.034900 |
LOW |
0.033755 |
0.618 |
0.031902 |
1.000 |
0.030757 |
1.618 |
0.028904 |
2.618 |
0.025906 |
4.250 |
0.021014 |
|
|
Fisher Pivots for day following 06-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
0.036162 |
0.035922 |
PP |
0.035708 |
0.035227 |
S1 |
0.035254 |
0.034533 |
|