Trading Metrics calculated at close of trading on 21-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2020 |
21-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
1.29977 |
1.30077 |
0.00100 |
0.1% |
1.30303 |
High |
1.30126 |
1.30827 |
0.00701 |
0.5% |
1.31175 |
Low |
1.29620 |
1.29952 |
0.00332 |
0.3% |
1.29544 |
Close |
1.30076 |
1.30457 |
0.00381 |
0.3% |
1.30064 |
Range |
0.00506 |
0.00875 |
0.00369 |
72.9% |
0.01631 |
ATR |
0.00962 |
0.00956 |
-0.00006 |
-0.6% |
0.00000 |
Volume |
125,675 |
163,585 |
37,910 |
30.2% |
873,649 |
|
Daily Pivots for day following 21-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.33037 |
1.32622 |
1.30938 |
|
R3 |
1.32162 |
1.31747 |
1.30698 |
|
R2 |
1.31287 |
1.31287 |
1.30617 |
|
R1 |
1.30872 |
1.30872 |
1.30537 |
1.31080 |
PP |
1.30412 |
1.30412 |
1.30412 |
1.30516 |
S1 |
1.29997 |
1.29997 |
1.30377 |
1.30205 |
S2 |
1.29537 |
1.29537 |
1.30297 |
|
S3 |
1.28662 |
1.29122 |
1.30216 |
|
S4 |
1.27787 |
1.28247 |
1.29976 |
|
|
Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.35154 |
1.34240 |
1.30961 |
|
R3 |
1.33523 |
1.32609 |
1.30513 |
|
R2 |
1.31892 |
1.31892 |
1.30363 |
|
R1 |
1.30978 |
1.30978 |
1.30214 |
1.30620 |
PP |
1.30261 |
1.30261 |
1.30261 |
1.30082 |
S1 |
1.29347 |
1.29347 |
1.29914 |
1.28989 |
S2 |
1.28630 |
1.28630 |
1.29765 |
|
S3 |
1.26999 |
1.27716 |
1.29615 |
|
S4 |
1.25368 |
1.26085 |
1.29167 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.31175 |
1.29620 |
0.01555 |
1.2% |
0.00727 |
0.6% |
54% |
False |
False |
162,686 |
10 |
1.31690 |
1.29544 |
0.02146 |
1.6% |
0.00776 |
0.6% |
43% |
False |
False |
173,221 |
20 |
1.32836 |
1.29046 |
0.03790 |
2.9% |
0.00953 |
0.7% |
37% |
False |
False |
175,223 |
40 |
1.35139 |
1.28271 |
0.06868 |
5.3% |
0.01017 |
0.8% |
32% |
False |
False |
176,287 |
60 |
1.35139 |
1.27684 |
0.07455 |
5.7% |
0.00901 |
0.7% |
37% |
False |
False |
172,735 |
80 |
1.35139 |
1.21952 |
0.13187 |
10.1% |
0.01026 |
0.8% |
64% |
False |
False |
183,503 |
100 |
1.35139 |
1.19582 |
0.15557 |
11.9% |
0.01042 |
0.8% |
70% |
False |
False |
193,251 |
120 |
1.35139 |
1.19582 |
0.15557 |
11.9% |
0.01019 |
0.8% |
70% |
False |
False |
202,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.34546 |
2.618 |
1.33118 |
1.618 |
1.32243 |
1.000 |
1.31702 |
0.618 |
1.31368 |
HIGH |
1.30827 |
0.618 |
1.30493 |
0.500 |
1.30390 |
0.382 |
1.30286 |
LOW |
1.29952 |
0.618 |
1.29411 |
1.000 |
1.29077 |
1.618 |
1.28536 |
2.618 |
1.27661 |
4.250 |
1.26233 |
|
|
Fisher Pivots for day following 21-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
1.30435 |
1.30437 |
PP |
1.30412 |
1.30417 |
S1 |
1.30390 |
1.30398 |
|