Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1.11962 |
1.11810 |
-0.00152 |
-0.1% |
1.12012 |
High |
1.12197 |
1.13491 |
0.01294 |
1.2% |
1.12125 |
Low |
1.11715 |
1.11787 |
0.00072 |
0.1% |
1.11189 |
Close |
1.11809 |
1.13370 |
0.01561 |
1.4% |
1.11931 |
Range |
0.00482 |
0.01704 |
0.01222 |
253.5% |
0.00936 |
ATR |
0.00639 |
0.00715 |
0.00076 |
11.9% |
0.00000 |
Volume |
211,613 |
282,136 |
70,523 |
33.3% |
1,013,709 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17995 |
1.17386 |
1.14307 |
|
R3 |
1.16291 |
1.15682 |
1.13839 |
|
R2 |
1.14587 |
1.14587 |
1.13682 |
|
R1 |
1.13978 |
1.13978 |
1.13526 |
1.14283 |
PP |
1.12883 |
1.12883 |
1.12883 |
1.13035 |
S1 |
1.12274 |
1.12274 |
1.13214 |
1.12579 |
S2 |
1.11179 |
1.11179 |
1.13058 |
|
S3 |
1.09475 |
1.10570 |
1.12901 |
|
S4 |
1.07771 |
1.08866 |
1.12433 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14556 |
1.14180 |
1.12446 |
|
R3 |
1.13620 |
1.13244 |
1.12188 |
|
R2 |
1.12684 |
1.12684 |
1.12103 |
|
R1 |
1.12308 |
1.12308 |
1.12017 |
1.12028 |
PP |
1.11748 |
1.11748 |
1.11748 |
1.11609 |
S1 |
1.11372 |
1.11372 |
1.11845 |
1.11092 |
S2 |
1.10812 |
1.10812 |
1.11759 |
|
S3 |
1.09876 |
1.10436 |
1.11674 |
|
S4 |
1.08940 |
1.09500 |
1.11416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.13491 |
1.11274 |
0.02217 |
2.0% |
0.00725 |
0.6% |
95% |
True |
False |
213,097 |
10 |
1.13491 |
1.11189 |
0.02302 |
2.0% |
0.00738 |
0.7% |
95% |
True |
False |
238,072 |
20 |
1.13491 |
1.11189 |
0.02302 |
2.0% |
0.00677 |
0.6% |
95% |
True |
False |
239,601 |
40 |
1.13491 |
1.08391 |
0.05100 |
4.5% |
0.00725 |
0.6% |
98% |
True |
False |
202,508 |
60 |
1.13491 |
1.05697 |
0.07794 |
6.9% |
0.00706 |
0.6% |
98% |
True |
False |
174,152 |
80 |
1.13491 |
1.05249 |
0.08242 |
7.3% |
0.00704 |
0.6% |
99% |
True |
False |
163,085 |
100 |
1.13491 |
1.04934 |
0.08557 |
7.5% |
0.00702 |
0.6% |
99% |
True |
False |
158,323 |
120 |
1.13491 |
1.04537 |
0.08954 |
7.9% |
0.00736 |
0.6% |
99% |
True |
False |
159,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.20733 |
2.618 |
1.17952 |
1.618 |
1.16248 |
1.000 |
1.15195 |
0.618 |
1.14544 |
HIGH |
1.13491 |
0.618 |
1.12840 |
0.500 |
1.12639 |
0.382 |
1.12438 |
LOW |
1.11787 |
0.618 |
1.10734 |
1.000 |
1.10083 |
1.618 |
1.09030 |
2.618 |
1.07326 |
4.250 |
1.04545 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1.13126 |
1.13070 |
PP |
1.12883 |
1.12771 |
S1 |
1.12639 |
1.12471 |
|