Trading Metrics calculated at close of trading on 03-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
0.616926 |
0.603923 |
-0.013003 |
-2.1% |
0.620476 |
High |
0.636656 |
0.617922 |
-0.018734 |
-2.9% |
0.675980 |
Low |
0.602482 |
0.520966 |
-0.081516 |
-13.5% |
0.578695 |
Close |
0.603899 |
0.561981 |
-0.041918 |
-6.9% |
0.602874 |
Range |
0.034174 |
0.096956 |
0.062782 |
183.7% |
0.097285 |
ATR |
0.045378 |
0.049062 |
0.003684 |
8.1% |
0.000000 |
Volume |
70,721,822 |
118,164,935 |
47,443,113 |
67.1% |
418,144,537 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.857824 |
0.806859 |
0.615307 |
|
R3 |
0.760868 |
0.709903 |
0.588644 |
|
R2 |
0.663912 |
0.663912 |
0.579756 |
|
R1 |
0.612947 |
0.612947 |
0.570869 |
0.589952 |
PP |
0.566956 |
0.566956 |
0.566956 |
0.555459 |
S1 |
0.515991 |
0.515991 |
0.553093 |
0.492996 |
S2 |
0.470000 |
0.470000 |
0.544206 |
|
S3 |
0.373044 |
0.419035 |
0.535318 |
|
S4 |
0.276088 |
0.322079 |
0.508655 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.911038 |
0.854241 |
0.656381 |
|
R3 |
0.813753 |
0.756956 |
0.629627 |
|
R2 |
0.716468 |
0.716468 |
0.620710 |
|
R1 |
0.659671 |
0.659671 |
0.611792 |
0.639427 |
PP |
0.619183 |
0.619183 |
0.619183 |
0.609061 |
S1 |
0.562386 |
0.562386 |
0.593956 |
0.542142 |
S2 |
0.521898 |
0.521898 |
0.585038 |
|
S3 |
0.424613 |
0.465101 |
0.576121 |
|
S4 |
0.327328 |
0.367816 |
0.549367 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.675980 |
0.520966 |
0.155014 |
27.6% |
0.055521 |
9.9% |
26% |
False |
True |
102,842,178 |
10 |
0.675980 |
0.520966 |
0.155014 |
27.6% |
0.050544 |
9.0% |
26% |
False |
True |
94,636,809 |
20 |
0.677822 |
0.397941 |
0.279881 |
49.8% |
0.057920 |
10.3% |
59% |
False |
False |
101,020,278 |
40 |
0.677822 |
0.321412 |
0.356410 |
63.4% |
0.042486 |
7.6% |
67% |
False |
False |
83,194,798 |
60 |
0.677822 |
0.240210 |
0.437612 |
77.9% |
0.032606 |
5.8% |
74% |
False |
False |
70,151,019 |
80 |
0.677822 |
0.236969 |
0.440853 |
78.4% |
0.026457 |
4.7% |
74% |
False |
False |
59,031,266 |
100 |
0.677822 |
0.236969 |
0.440853 |
78.4% |
0.023324 |
4.2% |
74% |
False |
False |
55,966,875 |
120 |
0.677822 |
0.236969 |
0.440853 |
78.4% |
0.021710 |
3.9% |
74% |
False |
False |
53,156,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.029985 |
2.618 |
0.871753 |
1.618 |
0.774797 |
1.000 |
0.714878 |
0.618 |
0.677841 |
HIGH |
0.617922 |
0.618 |
0.580885 |
0.500 |
0.569444 |
0.382 |
0.558003 |
LOW |
0.520966 |
0.618 |
0.461047 |
1.000 |
0.424010 |
1.618 |
0.364091 |
2.618 |
0.267135 |
4.250 |
0.108903 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
0.569444 |
0.578811 |
PP |
0.566956 |
0.573201 |
S1 |
0.564469 |
0.567591 |
|