Trading Metrics calculated at close of trading on 28-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.35 |
0.33 |
-0.02 |
-5.7% |
0.60 |
High |
0.36 |
0.35 |
-0.01 |
-2.8% |
0.60 |
Low |
0.33 |
0.31 |
-0.02 |
-6.1% |
0.35 |
Close |
0.33 |
0.32 |
-0.01 |
-3.0% |
0.38 |
Range |
0.03 |
0.04 |
0.01 |
33.3% |
0.25 |
ATR |
0.17 |
0.16 |
-0.01 |
-5.5% |
0.00 |
Volume |
226,450 |
277,216 |
50,766 |
22.4% |
1,821,684 |
|
Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.45 |
0.42 |
0.34 |
|
R3 |
0.41 |
0.38 |
0.33 |
|
R2 |
0.37 |
0.37 |
0.33 |
|
R1 |
0.34 |
0.34 |
0.32 |
0.34 |
PP |
0.33 |
0.33 |
0.33 |
0.32 |
S1 |
0.30 |
0.30 |
0.32 |
0.30 |
S2 |
0.29 |
0.29 |
0.31 |
|
S3 |
0.25 |
0.26 |
0.31 |
|
S4 |
0.21 |
0.22 |
0.30 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.19 |
1.04 |
0.52 |
|
R3 |
0.94 |
0.79 |
0.45 |
|
R2 |
0.69 |
0.69 |
0.43 |
|
R1 |
0.54 |
0.54 |
0.40 |
0.49 |
PP |
0.44 |
0.44 |
0.44 |
0.42 |
S1 |
0.29 |
0.29 |
0.36 |
0.24 |
S2 |
0.19 |
0.19 |
0.33 |
|
S3 |
-0.06 |
0.04 |
0.31 |
|
S4 |
-0.31 |
-0.21 |
0.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.52 |
0.31 |
0.21 |
65.6% |
0.06 |
19.4% |
5% |
False |
True |
364,597 |
10 |
0.94 |
0.31 |
0.63 |
196.9% |
0.16 |
49.1% |
2% |
False |
True |
1,927,797 |
20 |
1.30 |
0.26 |
1.04 |
325.0% |
0.20 |
61.7% |
6% |
False |
False |
1,839,358 |
40 |
1.45 |
0.26 |
1.19 |
371.9% |
0.14 |
44.4% |
5% |
False |
False |
933,002 |
60 |
1.83 |
0.26 |
1.57 |
490.6% |
0.14 |
43.6% |
4% |
False |
False |
634,923 |
80 |
1.94 |
0.26 |
1.68 |
525.0% |
0.14 |
42.4% |
4% |
False |
False |
486,020 |
100 |
2.20 |
0.26 |
1.94 |
606.3% |
0.13 |
41.2% |
3% |
False |
False |
394,146 |
120 |
2.20 |
0.26 |
1.94 |
606.3% |
0.12 |
38.5% |
3% |
False |
False |
329,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.52 |
2.618 |
0.45 |
1.618 |
0.41 |
1.000 |
0.39 |
0.618 |
0.37 |
HIGH |
0.35 |
0.618 |
0.33 |
0.500 |
0.33 |
0.382 |
0.33 |
LOW |
0.31 |
0.618 |
0.29 |
1.000 |
0.27 |
1.618 |
0.25 |
2.618 |
0.21 |
4.250 |
0.14 |
|
|
Fisher Pivots for day following 28-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.33 |
0.36 |
PP |
0.33 |
0.35 |
S1 |
0.32 |
0.33 |
|