| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
1.05816 |
1.05676 |
-0.00140 |
-0.1% |
1.06088 |
| High |
1.06176 |
1.06297 |
0.00121 |
0.1% |
1.06326 |
| Low |
1.05566 |
1.05515 |
-0.00051 |
0.0% |
1.04934 |
| Close |
1.05599 |
1.05852 |
0.00253 |
0.2% |
1.05599 |
| Range |
0.00610 |
0.00782 |
0.00172 |
28.2% |
0.01392 |
| ATR |
0.00771 |
0.00771 |
0.00001 |
0.1% |
0.00000 |
| Volume |
136,513 |
133,130 |
-3,383 |
-2.5% |
664,058 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08234 |
1.07825 |
1.06282 |
|
| R3 |
1.07452 |
1.07043 |
1.06067 |
|
| R2 |
1.06670 |
1.06670 |
1.05995 |
|
| R1 |
1.06261 |
1.06261 |
1.05924 |
1.06466 |
| PP |
1.05888 |
1.05888 |
1.05888 |
1.05990 |
| S1 |
1.05479 |
1.05479 |
1.05780 |
1.05684 |
| S2 |
1.05106 |
1.05106 |
1.05709 |
|
| S3 |
1.04324 |
1.04697 |
1.05637 |
|
| S4 |
1.03542 |
1.03915 |
1.05422 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.09796 |
1.09089 |
1.06365 |
|
| R3 |
1.08404 |
1.07697 |
1.05982 |
|
| R2 |
1.07012 |
1.07012 |
1.05854 |
|
| R1 |
1.06305 |
1.06305 |
1.05727 |
1.05963 |
| PP |
1.05620 |
1.05620 |
1.05620 |
1.05448 |
| S1 |
1.04913 |
1.04913 |
1.05471 |
1.04571 |
| S2 |
1.04228 |
1.04228 |
1.05344 |
|
| S3 |
1.02836 |
1.03521 |
1.05216 |
|
| S4 |
1.01444 |
1.02129 |
1.04833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06297 |
1.04934 |
0.01363 |
1.3% |
0.00732 |
0.7% |
67% |
True |
False |
138,553 |
| 10 |
1.06792 |
1.04934 |
0.01858 |
1.8% |
0.00716 |
0.7% |
49% |
False |
False |
136,958 |
| 20 |
1.08285 |
1.04934 |
0.03351 |
3.2% |
0.00756 |
0.7% |
27% |
False |
False |
146,862 |
| 40 |
1.08285 |
1.03405 |
0.04880 |
4.6% |
0.00853 |
0.8% |
50% |
False |
False |
154,090 |
| 60 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.00895 |
0.8% |
46% |
False |
False |
150,470 |
| 80 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00964 |
0.9% |
26% |
False |
False |
162,254 |
| 100 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00913 |
0.9% |
26% |
False |
False |
155,625 |
| 120 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00873 |
0.8% |
26% |
False |
False |
152,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.09621 |
|
2.618 |
1.08344 |
|
1.618 |
1.07562 |
|
1.000 |
1.07079 |
|
0.618 |
1.06780 |
|
HIGH |
1.06297 |
|
0.618 |
1.05998 |
|
0.500 |
1.05906 |
|
0.382 |
1.05814 |
|
LOW |
1.05515 |
|
0.618 |
1.05032 |
|
1.000 |
1.04733 |
|
1.618 |
1.04250 |
|
2.618 |
1.03468 |
|
4.250 |
1.02192 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.05906 |
1.05847 |
| PP |
1.05888 |
1.05841 |
| S1 |
1.05870 |
1.05836 |
|